A multivariate stochastic unit root model with an application to derivative pricing (Q341897)

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A multivariate stochastic unit root model with an application to derivative pricing
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    A multivariate stochastic unit root model with an application to derivative pricing (English)
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    17 November 2016
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    autoregression
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    derivative
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    diffusion
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    options
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    similarity
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    stochastic unit root
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    time-varying coefficients
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