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Title

Moments structure of ℓ 1-stochastic volatility models

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Neto, David
Published in Quality and Quantity. 2012, vol. 46, no. 6, p. 1947-1952
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Article (Published version) (174 Kb) - public document Free access
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Research group Open Access - Licence nationale de Springer
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NETO, David, SARDY, Sylvain. Moments structure of ℓ 1-stochastic volatility models. In: Quality and Quantity, 2012, vol. 46, n° 6, p. 1947-1952. doi: 10.1007/s11135-011-9459-4 https://archive-ouverte.unige.ch/unige:111383

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Deposited on : 2018-11-23

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