A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630)

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A multivariate stochastic volatility model with applications in the foreign exchange market
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    A multivariate stochastic volatility model with applications in the foreign exchange market (English)
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    9 November 2018
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    stochastic volatility models
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    multivariate models
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    PCSV model
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    FX options
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    calibration
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    triangular relation
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