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Consequences for option pricing of a long memor...
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Consequences for option pricing of a long memory in volatility
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Contribution in Book/Report/Proceedings - With ISBN/ISSN
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Chapter
Published
Overview
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Stephen J. Taylor
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Publication date
2015
Host publication
Handbook of Financial Econometrics and Statistics
Editors
Cheng-Few Lee, John Lee
Place of Publication
New York
Publisher
Springer SBM
Pages
903-933
Number of pages
31
Volume
2
ISBN (Print)
9781461477495
<mark>Original language</mark>
English