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Modelling stochastic volatility: a review and comparative study

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date1998
Host publicationVolatility: New Estimation Techniques for Pricing Derivatives
Place of PublicationLondon
PublisherRisk Books
Pages95-108
Number of pages14
ISBN (Print)1-899332-46-4
Original languageEnglish