Option Valuation Under Stochastic Volatility : An Empirical Investigation of the Weak GARCH Diffusion Model
Main Author: | |
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Format: | Others |
Language: | English |
Published: |
Norges teknisk-naturvitenskapelige universitet, Institutt for samfunnsøkonomi
2012
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-17389 |