Volatility determination in an ambit process setting (Q3094490)
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scientific article; zbMATH DE number 5963735
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility determination in an ambit process setting |
scientific article; zbMATH DE number 5963735 |
Statements
Volatility determination in an ambit process setting (English)
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25 October 2011
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ambit field
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realized quadratic variation
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memorylessness
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0.7573416233062744
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0.7539395093917847
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0.7472220659255981
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0.7464383244514465
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0.7333089709281921
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