Stochastic volatility and fractional Brownian motion (Q2485787)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility and fractional Brownian motion |
scientific article |
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Stochastic volatility and fractional Brownian motion (English)
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5 August 2005
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discrete sampling
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high-frequency data
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fractional Brownian motion
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contrast estimators
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