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Publications by Robert Stelzer

Option Pricing in Multivariate Stochastic Volatility Models of OU Type

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2012English

Multivariate Markov-Switching ARMA Processes With Regularly Varying Noise

Journal of Multivariate Analysis
UncertaintyNumerical AnalysisStatisticsProbability
2008English

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