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Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	He, Peilun, Kordzakhia, Nino, Peters, Gareth W., Shevchenko, Pavel V.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistical Finance
Accesso online:	Acceder al recurso
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