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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~subject:"limites en temps continu"
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limites en temps continu
ARMA representation
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Asset Pricing Models
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Bayesian Analysis
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Continuous Time Processes
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Continuous-time Econometric Models
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Processus en temps continu
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données à haute fréquence
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eigenfunction stochastic volatility models
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modèle en temps continu et à volatilité stochastique
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Christoffersen, Peter
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Heston, Steve
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Option Valuation with Conditional Skewness
Christoffersen, Peter
;
Heston, Steve
;
Jacobs, Kris
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2003
two interesting
continuous-time
limits. One limit is the standard stochastic volatility model of Heston (1993). The other …
Persistent link: https://www.econbiz.de/10005101071
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