Multiple Time Scales and the Exponential Ornstein-Uhlenbeck...

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Multiple Time Scales and the Exponential Ornstein-Uhlenbeck Stochastic Volatility Model

Masoliver, Jaume, Perelló, Josep
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Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.654521
File:
PDF, 405 KB
english, 2005
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