Calibration of European Call options with time varying volatility : A Bayesian and frequentist analysis
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Format: | Others |
Language: | English |
Published: |
Örebro universitet, Handelshögskolan vid Örebro Universitet
2017
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-55994 |