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Volatility determination in an ambit process setting

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

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Volatility determination in an ambit process setting. / Barndorff-Nielsen, Ole E.; Graversen, Svend-Erik.

In: Journal of Applied Probability, Vol. 48A, No. special volume, 2011, p. 263-275.

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

Harvard

Barndorff-Nielsen, OE & Graversen, S-E 2011, 'Volatility determination in an ambit process setting', Journal of Applied Probability, vol. 48A, no. special volume, pp. 263-275.

APA

Barndorff-Nielsen, O. E., & Graversen, S-E. (2011). Volatility determination in an ambit process setting. Journal of Applied Probability, 48A(special volume), 263-275.

CBE

Barndorff-Nielsen OE, Graversen S-E. 2011. Volatility determination in an ambit process setting. Journal of Applied Probability. 48A(special volume):263-275.

MLA

Barndorff-Nielsen, Ole E. and Svend-Erik Graversen. "Volatility determination in an ambit process setting". Journal of Applied Probability. 2011, 48A(special volume). 263-275.

Vancouver

Barndorff-Nielsen OE, Graversen S-E. Volatility determination in an ambit process setting. Journal of Applied Probability. 2011;48A(special volume):263-275.

Author

Barndorff-Nielsen, Ole E. ; Graversen, Svend-Erik. / Volatility determination in an ambit process setting. In: Journal of Applied Probability. 2011 ; Vol. 48A, No. special volume. pp. 263-275.

Bibtex

@article{522e34a870b445d9bcc406c664f6f084,
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 UNIV PRESS",
number = "special volume",

}

RIS

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

VL - 48A

SP - 263

EP - 275

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

IS - special volume

ER -