Granger Independent Martingale Processes
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- Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs, 2010.
"Option Valuation with Conditional Heteroskedasticity and Nonnormality,"
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-07-09 (All new papers)
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