Fourier methods for analyzing piecewise constant volatilities

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Publication:1622108

DOI10.1007/s10182-017-0288-1zbMath1443.62121OpenAlexW2508034108MaRDI QIDQ1622108

Y. Aharonov

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-017-0288-1




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