Fourier methods for analyzing piecewise constant volatilities (Q1622108)
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scientific article; zbMATH DE number 6976413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier methods for analyzing piecewise constant volatilities |
scientific article; zbMATH DE number 6976413 |
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Fourier methods for analyzing piecewise constant volatilities (English)
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12 November 2018
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change point analysis
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variance
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piecewise identical distribution
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independence
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weight function
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