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~isPartOf:"Applied financial economics"
~person:"Petitjean, Mikael"
~subject:"Volatility"
~type_genre:"Article in journal"
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The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
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