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~accessRights:"free"
~subject:"Optionspreistheorie"
~type_genre:"Forschungsbericht"
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Search: subject:"Volatilität"
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Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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