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"Calibration of a path-dependent volatility model: Empirical tests."

Paolo Foschi, Andrea Pascucci (2009)

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DOI: 10.1016/J.CSDA.2008.10.042

access: closed

type: Journal Article

metadata version: 2020-02-18

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Paolo Foschi, Andrea Pascucci:
Calibration of a path-dependent volatility model: Empirical tests. Comput. Stat. Data Anal. 53(6): 2219-2235 (2009)

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