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Bochud, Thierry; Challet, Damien

Optimal approximations of power laws with exponentials: Application to volatility models with long memory. (English) Zbl 1151.91484

Quant. Finance 7, No. 6, 585-589 (2007).

Cited in 4 Documents

MSC:

91B28 Finance etc. (MSC2000)
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References:

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