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Mathematics (MSc)

Continuous-time GARCH(1,1) processes

Kalsbeek, A.K.A. (2011)

Continuous-time GARCH(1,1) processes

Master thesis | Mathematics (MSc)

Author: Kalsbeek, A.K.A.

Faculty: Faculty of Science

Supervisors: Gaans, O. van

ECTS Credits: 40

Language: en