Volatility determination in an ambit process setting

Ole E. Barndorff-Nielsen, Svend-Erik Graversen

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

    Original languageEnglish
    JournalJournal of Applied Probability
    Volume48A
    Issuespecial volume
    Pages (from-to)263-275
    Number of pages13
    ISSN0021-9002
    Publication statusPublished - 2011

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