A class of nonlinear stochastic volatility models and its implications for pricing currency options

Jun Yu, Zhenlin Yang and Xibin Zhang ()

Computational Statistics & Data Analysis, 2006, vol. 51, issue 4, 2218-2231

Date: 2006
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Citations: View citations in EconPapers (28)

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Working Paper: A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options (2002)
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