"Asymptotic Approximations to Deterministic and Stochastic Volatility Models."

Richard Jordan, Charles Tier (2011)

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DOI: 10.1137/100791890

access: closed

type: Journal Article

metadata version: 2017-05-17

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Richard Jordan, Charles Tier:
Asymptotic Approximations to Deterministic and Stochastic Volatility Models. SIAM J. Financial Math. 2(1): 935-964 (2011)

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