CoxIngersollRoss model

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1A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡  To describe the complex behavior of energy prices, we propose a stochastic volatility model, where

A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, where

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:21
2MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH  T a g u n g s b e r i c h t

MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t

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Source URL: fam.tuwien.ac.at

Language: English - Date: 2003-06-14 17:14:35
3TERM STRUCTURE OF INTEREST RATES  Term Structure of Interest Rates This is the first of two articles on the term structure. In it, the authors discuss some term structure fundamentals and the measurement of the current t

TERM STRUCTURE OF INTEREST RATES Term Structure of Interest Rates This is the first of two articles on the term structure. In it, the authors discuss some term structure fundamentals and the measurement of the current t

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49