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~isPartOf:"Applied mathematical finance"
~person:"Goutte, Stéphane"
~person:"Netšunajev, Aleksei"
~subject:"Option pricing theory"
~subject:"VAR model"
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Goutte, Stéphane
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Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
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