A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics

A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics
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Total Pages : 40
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ISBN-10 : OCLC:249250373
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Book Synopsis A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics by : Alexey Medvedev

Download or read book A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics written by Alexey Medvedev and published by . This book was released on 2003 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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