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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chege Maina, Samuel"
~subject:"Volatility"
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Volatility
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Chege Maina, Samuel
Chiarella, Carl
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
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Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
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2011
Persistent link: https://www.econbiz.de/10009564618
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Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
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2010
Persistent link: https://www.econbiz.de/10008663092
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