New parametrization of stochastic volatility models
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Publication:6587699
DOI10.1080/03610926.2021.1934031MaRDI QIDQ6587699FDOQ6587699
Authors: Ibrahim Sadok, Afif Masmoudi 
Publication date: 14 August 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Cites Work
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