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MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS

✍ Scribed by Martin Keller-Ressel

Book ID: 111043176
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 371 KB
Volume: 21
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2010.00423.x

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