MEAN-REVERTING STOCHASTIC VOLATILITY (Q3523547)

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MEAN-REVERTING STOCHASTIC VOLATILITY
scientific article

    Statements

    title
    MEAN-REVERTING STOCHASTIC VOLATILITY (English)
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    author
    Jean-Pierre Fouque
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    Ronnie Sircar
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    George S. Papanicolaou
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    publication date
    3 September 2008
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    Identifiers

    zbMATH DE Number
    5320105
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