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N°17-16: Unspanned Stochastic Volatility in the Multi-Factor CIR Model, D. Filipović, M. Larsson, and F. Statti , 2017.

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N°17-16: Unspanned Stochastic Volatility in the Multi-Factor CIR Model, D. Filipović, M. Larsson, and F. Statti , 2017.
E. Dautovic, and Y. Huang
2017