Volatility determination in an ambit process setting

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

6 Citations (Scopus)
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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