Robustness for path-dependent volatility models
Work
Year: 2012
Type: article
Institutions Libera Università Internazionale degli Studi Sociali Guido Carli, Scuola Normale Superiore, University of Padua
Cites: 23
Cited by: 1
Related to: 10
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Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Open Access status: closed