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Mendeley readers
Chapter title |
Derivative Pricing under the Possibility of Long Memory in the supOU Stochastic Volatility Model
|
---|---|
Chapter number | 5 |
Book title |
Innovations in Quantitative Risk Management
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Published by |
Springer, Cham, January 2015
|
DOI | 10.1007/978-3-319-09114-3_5 |
Book ISBNs |
978-3-31-909113-6, 978-3-31-909114-3
|
Authors |
Robert Stelzer, Jovana Zavišin |
Mendeley readers
The data shown below were compiled from readership statistics for 3 Mendeley readers of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
Country | Count | As % |
---|---|---|
Unknown | 3 | 100% |
Demographic breakdown
Readers by professional status | Count | As % |
---|---|---|
Professor | 1 | 33% |
Professor > Associate Professor | 1 | 33% |
Student > Master | 1 | 33% |
Readers by discipline | Count | As % |
---|---|---|
Mathematics | 1 | 33% |
Business, Management and Accounting | 1 | 33% |
Economics, Econometrics and Finance | 1 | 33% |