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What's Beneath the Surface? Option Pricing with Multifrequency Latent States

What's Beneath the Surface? Option Pricing with Multifrequency Latent States

AutorM. Leippold, L. Calvet, M. Fearnly, A. Fisher
JournalJournal of Econometrics
Datum1. Jan. 2015
KategorieAcademic Publications
Volumevol. 187 (2), pp 498-511

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