MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS (Q3069958): Difference between revisions

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+Moment explosions in stochastic volatility models
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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+Affine processes and applications in finance
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
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