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Volatility Determination in an Ambit Process Setting

Journal of Applied Probability - United Kingdom
doi 10.1017/s0021900200099277
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Abstract

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Categories
MathematicsStatisticsUncertaintyProbability
Date

August 1, 2011

Authors
Ole E. Barndorff-NielsenSvend Erik Graversen
Publisher

Cambridge University Press (CUP)


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