Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches (Q6735627)
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scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches |
scientific article from arXiv |
Statements
q-fin.PR
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2024
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