A Stochastic Volatility Model With Realized Measures for Option Pricing
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Publication:6626361
DOI10.1080/07350015.2019.1604371zbMATH Open1547.62636MaRDI QIDQ6626361
Roberto Casarin, Giulia Livieri, Giacomo Bormetti, Fulvio Corsi
Publication date: 28 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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