Symposium on stochastic volatility: an introductory overview

Frederi Viens ()

Annals of Finance, 2012, vol. 8, issue 2, 157 pages

Keywords: Stochastic volatility; Option pricing; Calibration; Estimation; Stochastic; Stock market; C1; C5; C6; G1 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10436-010-0162-6

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