Estimating the volatility occupation time via regularized Laplace inversion (Q2976209)
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scientific article; zbMATH DE number 6708986
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| English | Estimating the volatility occupation time via regularized Laplace inversion |
scientific article; zbMATH DE number 6708986 |
Statements
ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (English)
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28 April 2017
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0.8685725927352905
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0.7959282398223877
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0.7869906425476074
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0.773661732673645
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0.7723082304000854
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