Stochastic implied volatility : a factor-based model /

Bibliographic Details
Main Author:	Häfner, Reinhold
Format:	Thesis Book
Language:	English
Published:	Berlin ; New York : Springer, [2004]
Series:	Lecture notes in economics and mathematical systems ; 545.
Subjects:	Stochastic analysis. Stocks > Prices > Econometric models. Deriative securities > Econometric models. Risk management > Econometric models.

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