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Volatility: New Estimation Techniques for Pricing Derivatives

Incisive Media, June 1998, Pages: 356


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A single source of knowledge designed to help resolve any question in the area of stochastic volatility

-30+ articles arranged in 7 sections address issues from making GARCH work to the future of stochastic volatility option pricing research
-Selected and introduced by leading theoretician Robert Jarrow



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