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"Stochastic interest rate volatility modeling with a continuous-time ..."
Selçuk Bayraci, Gazanfer Ünal (2014)
- Selçuk Bayraci, Gazanfer Ünal:
Stochastic interest rate volatility modeling with a continuous-time GARCH(1, 1) model. J. Comput. Appl. Math. 259: 464-473 (2014)
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