Small time central limit theorems for semimartingales with applications (Q2804007)

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Small time central limit theorems for semimartingales with applications
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    Small time central limit theorems for semimartingales with applications (English)
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    27 April 2016
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    central limit theorem
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    functional central limit theorem
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    semimartingales
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    stochastic differential equations
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    digital option
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    implied volatility skew
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