Abelian theorems for stochastic volatility models with application to the estimation of jump activity (Q1761482)
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| Language | Label | Description | Also known as |
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| English | Abelian theorems for stochastic volatility models with application to the estimation of jump activity |
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Abelian theorems for stochastic volatility models with application to the estimation of jump activity (English)
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15 November 2012
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affine stochastic volatility model
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abelian theorem
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Blumenthal-Getoor index
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