1001 Sherbrooke St. West
Montreal, Quebec H3A1G5 H3A 2M1
McGill University - Desautels Faculty of Management
in Total Papers Downloads
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Stochastic volatility, option valuation, particle filtering, skewness, kurtosis, mean reversion
term structure models, Kalman filtering, nonlinearity, swaps
Stochastic volatility, option valuation, particle filtering, skewness, kurtosis, mean
microfinance, interest rate, economic development, exchange risk, financial intermediation
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