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Publication:3374313
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zbMath1182.91169MaRDI QIDQ3374313

Fabienne Comte, Eric Renault

Publication date: 9 March 2006



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)



Related Items (1)

The tail empirical process for long memory stochastic volatility models with leverage





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