The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamics of stochastic volatility: evidence from underlying and options markets |
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The dynamics of stochastic volatility: evidence from underlying and options markets (English)
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7 August 2003
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continuous-time estimation
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stochastic volatility
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option pricing
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Bayesian analysis
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stock market crashes
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