MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE...

Mathematical Finance 2011 Vol. 21; Iss. 1

MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS

Martin Keller-Ressel
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Volume:
21
Year:
2011
Language:
english
Pages:
26
DOI:
10.1111/j.1467-9965.2010.00423.x
File:
PDF, 371 KB
english, 2011
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