Aarhus University Seal / Aarhus Universitets segl

Volatility determination in an ambit process setting

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

  • School of Economics and Management
  • Department of Mathematical Sciences
Original languageEnglish
JournalJournal of Applied Probability
Volume48A
Issuespecial volume
Pages (from-to)263-275
Number of pages13
ISSN0021-9002
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

See relations at Aarhus University Citationformats

ID: 38509484