A comparative study of two models SV with MCMC algorithm
| Year of publication: |
2012
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|---|---|
| Authors: | Hachicha, Ahmed ; Hachicha, Fatma ; Masmoudi, Afif |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 38.2012, 4, p. 479-494
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