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Multivariate option pricing with time varying volatility and correlations

✍ Scribed by Jeroen V.K. Rombouts; Lars Stentoft

Book ID: 116615829
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 843 KB
Volume: 35
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2011.01.025

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