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Management science
1
Nonlinear Kalman filtering in affine term structure models:
, In:Copies: Zentrale;
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Journal of business & economic statistics
2
Volatility components, affine restrictions, and nonnormal i..:
, In:Copies: Zentrale;
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Management science
3
The shape and term structure of the index option smirk
, In:why multifactor stochastic volatility models work so well
Copies: Zentrale;