Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes (Q1873980)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes |
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Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes (English)
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21 May 2003
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stochastic variance
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growth rate
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