A filtering approach to tracking volatility from prices observed at random times

DOI10.1214/105051606000000222zbMath1108.62108arXivmath/0612212OpenAlexW3101046584MaRDI QIDQ862222

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Publication date: 5 February 2007

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612212

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