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Option Valuation Under Stochastic Volatility: An Empirical Investigation of the Weak GARCH Diffusion Model
Norwegian University of Science and Technology, Faculty of Social Sciences and Technology Management, Department of Economics.
2012 (English)Masteroppgave, 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2012. , 46 p.
URN: urn:nbn:no:ntnu:diva-17389OAI: diva2:552558
Available from: 2012-11-02 Created: 2012-09-14 Last updated: 2012-11-02Bibliographically approved

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