An empirical comparison of two stochastic volatility models using Indian market data (Q370874)
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scientific article; zbMATH DE number 6209845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical comparison of two stochastic volatility models using Indian market data |
scientific article; zbMATH DE number 6209845 |
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An empirical comparison of two stochastic volatility models using Indian market data (English)
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20 September 2013
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option pricing
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stochastic volatility
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mean reverting
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regime switching
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risk minimizing
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