Application of Heston's model to the Chinese stock market
Year of publication: |
2017
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Authors: | Liu, Guifang ; Xu, Weijun |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 7/8/9, p. 1749-1763
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Subject: | Chinese stock market | Heston’s model | option pricing | stochastic volatility | two-step estimation procedure | China | Aktienmarkt | Stock market | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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