✦ LIBER ✦

Affine fractional stochastic volatility models

✍ Scribed by F. Comte; L. Coutin; E. Renault

Book ID: 113060102
Publisher: Springer
Year: 2010
Tongue: English
Weight: 727 KB
Volume: 8
Category: Article
ISSN: 1614-2446
DOI: 10.1007/s10436-010-0165-3

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