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"Nonlinear filtering of asymmetric stochastic volatility models and ..."
Nikolay Y. Nikolaev, Lilian M. de Menezes, Evgueni N. Smirnov (2014)
- Nikolay Y. Nikolaev, Lilian M. de Menezes
, Evgueni N. Smirnov:
Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation. CIFEr 2014: 310-317
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