Pages that link to "Item:Q1940247"
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The following pages link to Corrigendum to ``Large deviations of realized volatility'' (Q1940247):
Displaying 4 items.
- Correction to: ``The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration'' (Q2066793) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- (Q4554921) (← links)
- CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE” (Q4571704) (← links)