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Efficient simulation of a multi-factor stochastic volatility model

✍ Scribed by Göncü, Ahmet; Ökten, Giray

Book ID: 121794896
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 550 KB
Volume: 259
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2013.03.002

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