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Log Heston Model for Monthly Average VIX

Fuente: arXiv

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Bibliographic Details
Main Authors:	Park, Jihyun, Sarantsev, Andrey
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Applications 60E99, 60G50, 62E99, 62J05, 62M10, 62P05, 91G15
Online Access:	Acceder al recurso
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