A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630): Difference between revisions

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+https://doi.org/10.1007/s11147-017-9132-8
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+W2602851758
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+FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
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+THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL
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+Publication:1621630