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Engineering » Industrial Engineering and Management » "Risk Management in Environment, Production and Economy", book edited by Matteo Savino, ISBN 978-953-307-313-2, Published: September 12, 2011 under CC BY-NC-SA 3.0 license. © The Author(s).

Chapter 8

Market Risk Management with Stochastic Volatility Models

By Per Solibakke
DOI: 10.5772/16584