Quadratic approximation of the slow factor of volatility in...

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Quadratic approximation of the slow factor of volatility in a multifactor stochastic volatility model

Malhotra, Gifty, Srivastava, R., Taneja, H. C.
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Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21895
Date:
January, 2018
File:
PDF, 521 KB
english, 2018
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