Continuous Time Approximations to GARCH and Stochastic Volatility Models (Q3646967)

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Continuous Time Approximations to GARCH and Stochastic Volatility Models
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    title
    Continuous Time Approximations to GARCH and Stochastic Volatility Models (English)
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    publication date
    27 November 2009
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    91G10
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    zbMATH DE Number
    5640048
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