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Vaicenavicius, Juozas
Stark, David
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Hambly, Ben
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The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben
;
Vaicenavicius, Juozas
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
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