Bootstrapping Laplace transforms of volatility (Q6088832)

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scientific article; zbMATH DE number 7766866
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Bootstrapping Laplace transforms of volatility
scientific article; zbMATH DE number 7766866

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    Bootstrapping Laplace transforms of volatility (English)
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    16 November 2023
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    bootstrap
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    Edgeworth expansions
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    high-frequency data
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    higher-order refinements
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    Itô semimartingales
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    realized Laplace transform
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    spot measure inference
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