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Efficient estimation of drift parameters in stochastic volatility models

✍ Scribed by Arnaud Gloter

Book ID: 106235709
Publisher: Springer-Verlag
Year: 2007
Tongue: English
Weight: 547 KB
Volume: 11
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-007-0048-2

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