On the Calibration of the 3/2 Model

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On the Calibration of the 3/2 Model

Gudmundsson, Hilmar, Vyncke, David
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3040699
File:
PDF, 545 KB
english, 2017
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