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          1. Home
          2. Publications

          Robust exponential tilting approximation: a Monte Carlo Study of the Stochastic Lognormal Volatility Model

          Authors
          Lo S.
          Type of Publication
          Conference Paper
          Year of Publication
          2007
          Conference Name
          Economic & Financial Studies
          Language
          Eng
          Conference Location
          Macquarie University, Sydney, Australia
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