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"Monte Carlo option pricing with asymmetric realized volatility dynamics."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

David E. Allen, Michael McAleer, Marcel Scharth (2011)

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DOI: 10.1016/J.MATCOM.2010.06.010

access: closed

type: Journal Article

metadata version: 2020-03-04

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David E. Allen, Michael McAleer, Marcel Scharth:
Monte Carlo option pricing with asymmetric realized volatility dynamics. Math. Comput. Simul. 81(7): 1247-1256 (2011)

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