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closed-formulae for variance

vickieschmidt

Joined
3/23/10
Messages
2
Points
11
Hi,

I'm studying and developping the closed formulae for conditional variance in the general model CKLS and for all its special cases but I've got problems to get the ones when tau>1, none at all for all others. Can anyone help me getting them?

Many thanxxxx

VS
 
Can you explain the problem you are having? What differs here? I might be missing something because I don't understand your difficulty.
 
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