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Latest revision as of 08:03, 7 July 2024

scientific article; zbMATH DE number 6252521
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English
Options on realized variance by transform methods: a non-affine stochastic volatility model
scientific article; zbMATH DE number 6252521

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    Options on realized variance by transform methods: a non-affine stochastic volatility model (English)
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    30 January 2014
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    stochastic volatility
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    volatility modelling
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    computational finance
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    derivatives pricing
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