"The Jacobi stochastic volatility model."

Damien Ackerer, Damir Filipovic, Sergio Pulido (2018)

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DOI: 10.1007/S00780-018-0364-8

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type: Journal Article

metadata version: 2025-01-19

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Damien Ackerer, Damir Filipovic, Sergio Pulido:
The Jacobi stochastic volatility model. Finance Stochastics 22(3): 667-700 (2018)

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