Unspanned stochastic volatility in the multifactor CIR...

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Mathematical Finance 2018 / 09

Unspanned stochastic volatility in the multifactor CIR model

Filipović, Damir, Larsson, Martin, Statti, Francesco
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Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12193
Date:
September, 2018
File:
PDF, 274 KB
english, 2018
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