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1 Ergebnisse
1
Stochastic Correlation and Volatility Mean-reversion– Empir..:
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
.
Applied Mathematical Finance. 21 (2014) 6 - p. 555-594 , 2014
Link:
https://doi.org/10.1080/1350486x.2014.906972
RT Journal T1
Stochastic Correlation and Volatility Mean-reversion– Empirical Motivation and Derivatives Pricing via Perturbation Theory
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_1350486x.2014.906972&Exemplar=1&LAN=DE A1 Escobar, Marcos A1 Götz, Barbara A1 Neykova, Daniela A1 Zagst, Rudi PB Informa UK Limited YR 2014 SN 1350-486X SN 1466-4313 JF Applied Mathematical Finance VO 21 IS 6 SP 555 OP 594 LK http://dx.doi.org/https://doi.org/10.1080/1350486x.2014.906972 DO https://doi.org/10.1080/1350486x.2014.906972 SF ELIB - SuUB Bremen
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