A complete Markovian stochastic volatility model in the HJM framework (Q1000522)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A complete Markovian stochastic volatility model in the HJM framework |
scientific article |
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A complete Markovian stochastic volatility model in the HJM framework (English)
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6 February 2009
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