"Comparison results for stochastic volatility models via coupling."

David Hobson (2010)

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DOI: 10.1007/S00780-008-0083-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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David Hobson:
Comparison results for stochastic volatility models via coupling. Finance Stochastics 14(1): 129-152 (2010)

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