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~isPartOf:"CIRANO Working Papers"
~person:"Heston, Steve"
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continuous-time limit
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Heston, Steve
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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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