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subject:"ARCH model"
~accessRights:"free"
~language:"eng"
~person:"Escobar, Marcos"
~type_genre:"Arbeitspapier"
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Escobar, Marcos
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
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