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Modelling stochastic volatility: a review and c...
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Modelling stochastic volatility: a review and comparative study
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Contribution in Book/Report/Proceedings - With ISBN/ISSN
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Chapter
Published
Overview
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S J Taylor
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Publication date
1998
Host publication
Volatility: New Estimation Techniques for Pricing Derivatives
Place of Publication
London
Publisher
Risk Books
Pages
95-108
Number of pages
14
ISBN (print)
1-899332-46-4
<mark>Original language</mark>
English