Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
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- Material Type
- 文書・図像類
- Author/Editor
- Asai, ManabuMcAleer, Michael
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- Publication, Distribution, etc.
- Publication Date
- 2013-01
- Publication Date (W3CDTF)
- 2013-01
- Periodical title
- KIER Discussion Paper
- No. or year of volume/issue
- 840
- Volume
- 840