APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY

Title
APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY
Authors
Keywords
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Journal
MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES
Volume 23, Issue 09, Pages 1603-1628
Publisher
World Scientific Pub Co Pte Lt
Online
2012-11-26
DOI
10.1142/s0218202513500176

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