A THRESHOLD MODEL for LOCAL VOLATILITY: EVIDENCE of LEVERAGE and MEAN REVERSION EFFECTS on HISTORICAL DATA
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ID: 74485
2019
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| Reference Key |
lejay2019ainternational
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|---|---|
| Authors | Lejay, A. |
| Journal | international journal of theoretical and applied finance |
| Year | 2019 |
| DOI |
10.1142/S0219024919500171
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| URL | |
| Keywords | Keywords not found |
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