Modelling the stochastic dynamics of volatility for equity indices (Q1415625)

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scientific article; zbMATH DE number 2014982
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English
Modelling the stochastic dynamics of volatility for equity indices
scientific article; zbMATH DE number 2014982

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    Modelling the stochastic dynamics of volatility for equity indices (English)
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    9 December 2003
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    incomplete market
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    option prices
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