Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427)
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scientific article; zbMATH DE number 5687930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leverage, heavy-tails and correlated jumps in stochastic volatility models |
scientific article; zbMATH DE number 5687930 |
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Leverage, heavy-tails and correlated jumps in stochastic volatility models (English)
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30 March 2010
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