Volatility in financial markets: Stochastic models and empirical results (Q1850396): Difference between revisions
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scientific article
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English | Volatility in financial markets: Stochastic models and empirical results |
scientific article |
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Volatility in financial markets: Stochastic models and empirical results (English)
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3 December 2002
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probability density function
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lognormal model
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Hull and White model
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