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Real-time estimation scheme for the spot cross volatility of jump diffusion processes

✍ Scribed by Shigeyoshi Ogawa; Hoang-Long Ngo

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 418 KB
Volume: 80
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2010.01.009

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