High-frequency asymptotics for path-dependent functionals of Itô semimartingales (Q2258821)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-frequency asymptotics for path-dependent functionals of Itô semimartingales |
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High-frequency asymptotics for path-dependent functionals of Itô semimartingales (English)
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27 February 2015
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Itō semimartingales
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path-dependent functionals
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limit theorems
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high frequency data
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stable convergence
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