Stochastic Volatility: Origins and Overview
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Publication:3646956
DOI10.1007/978-3-540-71297-8_10zbMath1178.91233MaRDI QIDQ3646956
Torben G. Andersen, Neil Shephard
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_10
91G60: Numerical methods (including Monte Carlo methods)
91G70: Statistical methods; risk measures
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G20: Derivative securities (option pricing, hedging, etc.)
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