Lévy processes driven by stochastic volatility
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Volume (Year): 12 (2005)
Issue (Month): 4 (December)
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- Carr, Peter & Wu, Liuren, 2007.
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- Merton, Robert C., 1975.
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787-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
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