Stochastic Volatility Jump‐Diffusions for European Equity Index Dynamics
| Year of publication: |
2013
|
|---|---|
| Authors: | Kaeck, Andreas ; Alexander, Carol |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 19.2013, 3, p. 470-496
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