An empirical comparison of two stochastic volatility models using Indian market data (Q370874): Difference between revisions

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Latest revision as of 22:15, 6 July 2024

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An empirical comparison of two stochastic volatility models using Indian market data
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    An empirical comparison of two stochastic volatility models using Indian market data (English)
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    20 September 2013
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    option pricing
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    stochastic volatility
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    mean reverting
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    regime switching
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    risk minimizing
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