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Volatility determination in an ambit process setting

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  • School of Economics and Management
  • Department of Mathematical Sciences
Original languageEnglish
JournalJournal of Applied Probability
Issuespecial volume
Pages (from-to)263-275
Number of pages13
Publication statusPublished - 2011

Bibliographical note

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

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