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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Multi-factor stochastic volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Mean-reverting process"
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Journal of financial and quantitative analysis : JFQA
The journal of real estate finance and economics
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Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
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