Multivariate Option Pricing with Time Varying Volatility...

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Multivariate Option Pricing with Time Varying Volatility and Correlations

Rombouts, J. V. K., Stentoft, Lars
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1664961
File:
PDF, 540 KB
english, 2010
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