Volatility determination in an ambit process setting (Q3094490): Difference between revisions
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Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
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Property / author: Svend-Erik Graversen / rank | |||
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Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
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Property / author: Svend-Erik Graversen / rank | |||
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Property / full work available at URL: https://doi.org/10.1239/jap/1318940470 / rank | |||
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Latest revision as of 19:50, 19 March 2024
scientific article
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English | Volatility determination in an ambit process setting |
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Volatility determination in an ambit process setting (English)
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25 October 2011
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ambit field
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realized quadratic variation
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memorylessness
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