Filtering of Stochastic Volatility and Identification of Market Price of Volatility Risk
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2003
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2003.108