"Risk Management under a Factor Stochastic volatility Model."

Marcos Escobar, Pablo Olivares (2011)

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DOI: 10.1142/S0217595911003053

access: closed

type: Journal Article

metadata version: 2020-05-12

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Marcos Escobar, Pablo Olivares:
Risk Management under a Factor Stochastic volatility Model. Asia Pac. J. Oper. Res. 28(1): 65-80 (2011)

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