Strategic investment decisions under fast mean-reversion stochastic volatility

Título:

Strategic investment decisions under fast mean-reversion stochastic volatility

Autor:

Max Oliveira de Souza

Ano:

2011

DOI:

10.1002/asmb.833

Revista:

Applied Stochastic Models in Business and Industry (Print)

ISSN:

15241904

Home:

[doi:10.1002/asmb.833]

Idioma:

Inglês

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