"Moment explosions in stochastic volatility models."

Leif Andersen, Vladimir V. Piterbarg (2007)

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DOI: 10.1007/S00780-006-0011-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Leif Andersen, Vladimir V. Piterbarg:
Moment explosions in stochastic volatility models. Finance Stochastics 11(1): 29-50 (2007)

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