Fourier series method for measurement of multivariate volatilities
| Year of publication: |
2002
|
|---|---|
| Authors: | Malliavin, Paul ; Mancino, Maria Elvira |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 6.2002, 1, p. 49-62
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