Filtering of Stochastic Volatility and Identification of Market Price of Volatility Risk

Bibliographic Information

Title
Filtering of Stochastic Volatility and Identification of Market Price of Volatility Risk
Author
S.AIHARA, A.BAGCHI

Journal

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Details 詳細情報について

  • CRID
    1010000781786220681
  • Article Type
    journal article
  • Data Source
    • KAKEN

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