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Property / author: Attilio L. Stella / rank
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Latest revision as of 05:17, 10 July 2024

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Option pricing with non-Gaussian scaling and infinite-state switching volatility
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    Option pricing with non-Gaussian scaling and infinite-state switching volatility (English)
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    8 June 2015
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    option pricing
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    anomalous scaling
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    Markov switching
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    GARCH
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