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~isPartOf:"Working paper"
~person:"Escobar, Marcos"
~subject:"Dynamic equilibrium"
~subject:"Korrelation"
~subject:"Stochastic process"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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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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