A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049): Difference between revisions

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-.1016/j.ejor.2017.04.007
@@ Property / DOI: 10.1016/j.ejor.2017.04.007 / rank @@
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@@ Property / DOI: 10.1016/J.EJOR.2017.04.007 / rank @@
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