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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Journal of banking & finance"
~person:"Alexander, Carol"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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Alexander, Carol
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SFB 649 discussion paper
Journal of banking & finance
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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