A class of nonlinear stochastic volatility models
Year of publication: |
2002
|
---|---|
Authors: | Yu, Jun ; Yang, Zhenlin |
Publisher: |
Auckland |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Nichtlineare Optimierung | Nonlinear programming | Theorie | Theory |
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