The performance of popular stochastic volatility option pricing models during the subprime crisis
| Year of publication: |
2011
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|---|---|
| Authors: | Moyaert, Thibaut ; Petitjean, Mikael |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 14 (1.7.), p. 1059-1069
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