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subject:"Derivat"
~person:"Lengua Lafosse, Patricia"
~person:"Lorenz, Stefan"
~subject:"Bayes-Statistik"
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
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A parsimonious multi-asset Heston model : calibration and derivative pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
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