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Working paper series / Johann-Wolfgang-Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance & Accounting
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Author
Christian Schlag (1)
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1999 (1)
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Keywords
numerical optimization
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option pricing
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stochastic volability
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An empirical comparison of alternative stochastic volatility models
(1999)
Michael Belledin
Christian Schlag
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$Rev: 8725 $
