Volatility determination in an ambit process setting

Ole E. Barndorff-Nielsen; Svend-Erik Graversen

Volatility determination in an ambit process setting

Ole E. Barndorff-Nielsen
, Svend-Erik Graversen

Institut for Økonomi

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

6 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Applied Probability
Vol/bind	48A
Nummer	special volume
Sider (fra-til)	263-275
Antal sider	13
ISSN	0021-9002
Status	Udgivet - 2011

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title = "Volatility determination in an ambit process setting",

author = "Barndorff-Nielsen, \{Ole E.\} and Svend-Erik Graversen",

note = "Title of special volume: {"}New frontiers in applied probability : a Festschrift for S{\o}ren Asmussen{"} Editors: P. Glynn, T. Mikosch, T. Rolski ",

year = "2011",

language = "English",

volume = "48A",

pages = "263--275",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "Cambridge University Press",

number = "special volume",

}

TY - JOUR

T1 - Volatility determination in an ambit process setting

AU - Barndorff-Nielsen, Ole E.

AU - Graversen, Svend-Erik

N1 - Title of special volume: "New frontiers in applied probability : a Festschrift for Søren Asmussen" Editors: P. Glynn, T. Mikosch, T. Rolski

PY - 2011

Y1 - 2011

M3 - Journal article

SN - 0021-9002

VL - 48A

SP - 263

EP - 275

JO - Journal of Applied Probability

JF - Journal of Applied Probability

IS - special volume

ER -