Unspanned stochastic volatility in the multifactor CIR model
Year of publication: |
2018
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---|---|
Authors: | Filipović, Damir ; Larsson, Martin ; Statti, Francesco |
Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - Vol. 29.2018, 3 (26.09.), p. 827-836
|
Publisher: |
Wiley |
Saved in:
Online Resource
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