"Simulation Monte Carlo methods in extended stochastic volatility models."

Miroslav Simandl, Tomás Soukup (2002)

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DOI: 10.1002/ISAF.215

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type: Journal Article

metadata version: 2020-08-13

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Miroslav Simandl, Tomás Soukup:
Simulation Monte Carlo methods in extended stochastic volatility models. Intell. Syst. Account. Finance Manag. 11(2): 109-117 (2002)

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