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scientific article; zbMATH DE number 6453608
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scientific article; zbMATH DE number 6453608

    Statements

    author
    Kun Fan
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    publication date
    29 June 2015
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    Mathematics Subject Classification ID
    91G20
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    60J20
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    91G60
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    zbMATH DE Number
    6453608
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    zbMATH Keywords
    two-factor stochastic volatility
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    regime-switching
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    mean-reversion
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    fast Fourier transform
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