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MR3508893
91G20
(60H30 62P05 91G80)
Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš On calibration of stochastic and fractional stochastic volatility models. European J. Oper. Res. 254 (2016), no. 3, 1036–1046. |
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