Volatility and Asset Prices Using Ornstein-Uhlenbeck Model with Transaction Cost

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Publication Date
2024-02
Author
Magero, Eric Nyaanga
Type
Thesis
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Subject/Keywords
Volatility; Asset Prices; Ornstein-Uhlenbeck Model; Transaction Cost
Publisher
JOOUST
Permalink
http://ir.jooust.ac.ke/handle/123456789/14434
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