Nonparametric estimation of the diffusion coefficient of stochastic volatility models /

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Nonparametric estimation of the diffusion coefficient of stochastic volatility models /

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Bibliographic Details
Main Author:	Reno, Roberto.
Format:	Article
Language:	English
Subjects:	Continuous time models Diffusion coefficient Nonparametric estimation
Tags:	Add Tag No Tags, Be the first to tag this record!

Institutions:	Thư viện Trường Đại học Đà Lạt

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