"On moment non-explosions for Wishart-based stochastic volatility models."

José Da Fonseca (2016)

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DOI: 10.1016/J.EJOR.2016.04.042

access: closed

type: Journal Article

metadata version: 2020-02-21

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José Da Fonseca:
On moment non-explosions for Wishart-based stochastic volatility models. Eur. J. Oper. Res. 254(3): 889-894 (2016)

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