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A filtering approach to tracking volatility from prices observed at random times - MaRDI portal

A filtering approach to tracking volatility from prices observed at random times

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Publication:6476064

arXivmath/0509503MaRDI QIDQ6476064

Boris L. Rosovskii, Jakša Cvitanić, Robert Sh. Liptser

Publication date: 21 September 2005










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