"On the calibration of the 3/2 model."

Hilmar Gudmundsson, David Vyncke (2019)

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DOI: 10.1016/J.EJOR.2019.01.074

access: closed

type: Journal Article

metadata version: 2020-02-21

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Hilmar Gudmundsson, David Vyncke:
On the calibration of the 3/2 model. Eur. J. Oper. Res. 276(3): 1178-1192 (2019)

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