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Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
Raknerud, Arvid
;
Skare, Øivind
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2009
Persistent link: https://www.econbiz.de/10003912053
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Risk aggregation in Solvency II through recursive log-normals
Bølviken, Erik
;
Guillén, Montserrat
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 20-26
Persistent link: https://www.econbiz.de/10011702034
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