Market risk management with stochastic volatility models

Solibakke, Per Bjarte
Chapter, Peer reviewed
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URI
http://hdl.handle.net/11250/152450
Date
2011-09-12
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Original version
Solibakke, Per. 2011. Market risk management with stochastic volatility models. In: Risk management in environment, production and economy, ed. Matteo Savino, 171-214. Rijeka: InTech.  
Publisher
InTech Open Access Publisher