HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?

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Publication:6170144

DOI10.1017/s0266466622000214MaRDI QIDQ6170144

Christian Y. Robert

Publication date: 15 August 2023

Published in: Econometric Theory (Search for Journal in Brave)






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