A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328)

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A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics
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    A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (English)
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    6 February 2009
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    stochastic volatility
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    high frequency data
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    Lie brackets
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    finite dimensional realizations
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