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Mercuri, E
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VIX computation based on affine stochastic volatility model..:

, In: Handbook of recent advances in commodity and financial modeling / Giorgio Consigli, Silvana Stefani, Giovanni Zambruno, editors
Hitaj, A. ; Mercuri, L. ; Rroji, E.. (2018)  - p. 141-164
Copies:  Zentrale:E02 a swl 189/478
 
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