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Classification: JEL-G13
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2006

Aihara, S.I. and Bagchi, A. (2006) Filtering and identification of Heston's stochastic volatility model and its market risk. Journal of Economic Dynamics & Control, 30 (12). pp. 2363-2388. ISSN 0165-1889 *** ISI Impact 0,879 ***
Vellekoop, M.H. and van de Kamp, A.A. and Post, B.A. (2006) Pricing and Hedging Guaranteed Returns on Mix Funds. Insurance: Mathematics and Economics, 38 (3). pp. 585-598. ISSN 0167-6687 *** ISI Impact 1,378 ***