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The top documents tagged [stochastic variance]
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stochastic variance
Stochastic Alternating Direction Method of Multipliers
477 views
Mean-Reverting Models in Financial and Energy Markets Anatoliy Swishchuk Mathematical and Computational Finance Laboratory, Department of Mathematics and.
216 views
Modelling and Pricing of Variance Swaps for Stochastic Volatility with Delay Anatoliy Swishchuk Mathematical and Computational Finance Laboratory Department.
223 views