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Estimating the parameters of 3/2 stochastic volatility mode..:
Ali Safdari-Vaighani
;
Pooya Garshasebi
https://jmmf.atu.ac.ir/article_16237_294db77302e1c3137a6b83d8e75b35eb.pdf. , 2023
Link:
https://doi.org/10.22054/jmmf.2023.75272.1101
RT Journal T1
Estimating the parameters of 3/2 stochastic volatility model with jump
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:52135bfc918c477f8706d1ac02ce1d46&Exemplar=1&LAN=DE A1 Ali Safdari-Vaighani A1 Pooya Garshasebi PB Allameh Tabataba'i University Press YR 2023 K1 black-scholes model K1 stochastic volatility models K1 3/2 model K1 3/2 plus jump model K1 Finance K1 HG1-9999 K1 Mathematics K1 QA1-939 JF https://jmmf.atu.ac.ir/article_16237_294db77302e1c3137a6b83d8e75b35eb.pdf LK http://dx.doi.org/https://doi.org/10.22054/jmmf.2023.75272.1101 DO https://doi.org/10.22054/jmmf.2023.75272.1101 SF ELIB - SuUB Bremen
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