Martingale property for the Scott correlated stochastic volatility model (Q6274524)
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scientific article; zbMATH DE number 900284420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale property for the Scott correlated stochastic volatility model |
scientific article; zbMATH DE number 900284420 |
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11 June 2016
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math.PR
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