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Stochastic volatility and option pricing in the brazillian stock market: an empirical investigation

Almeida, Caio Ibsen Rodrigues De and Dana, Samy

Stochastic volatility and option pricing in the brazillian stock market: an empirical investigation J5658 2005 - 2005 - 169-206 V. 4 Issue. 2

Subjects--Topical Terms:
Finance

Subjects--Index Terms: Option prices;Stochastic volatility;Mean reversion;Mean reversion speed;Volatility smile;

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