An asset pricing model with mean reversion and regime switching stochastic volatility (Q3015769)
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scientific article; zbMATH DE number 5919881
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An asset pricing model with mean reversion and regime switching stochastic volatility |
scientific article; zbMATH DE number 5919881 |
Statements
13 July 2011
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0.7762153744697571
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0.7698394656181335
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