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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

AuthorM. Leippold, L. Calvet, M. Fearnly, A. Fisher
JournalJournal of Econometrics
Date1 jan. 2015
CatégorieAcademic Publications
Volumevol. 187 (2), pp 498-511

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