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subject:"Stochastic process"
~subject:"Forecasting model"
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Quantitative analysis in financial markets ; [Vol. 1]
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A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
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1999
Persistent link: https://www.econbiz.de/10001491265
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GARCH models as diffusion approximation : a simulation approach for currency hedging using options
Castellano, Rosella
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New operational approaches for financial modelling
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(pp. 297-310)
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1997
Persistent link: https://www.econbiz.de/10001299211
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