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Levin, Alex's
Scholarly Papers
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Total Downloads
534 |
Total
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Levin, Alex Royal Bank of Canada Tchernitser, Alexander Bank of Montreal - Market Risk Department
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Levin, Alex Royal Bank of Canada Khramtsov, Vladimir Royal Bank of Canada
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30 Jan 12
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Last Revised:
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13 Jun 12
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Affine diffusion model, Heston model, stochastic volatility, parameter estimation, empirical characteristic function, realized variance, quadratic variation
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