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zbMath1249.60131MaRDI QIDQ2885843

Xue-Qiang Wang

Publication date: 1 June 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic volatility Lévy process power variation integrated volatility

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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