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The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic process
Triacca, Umberto, (2013)
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes, (2010)
The semi-geometric process and some properties
Wu, Shaomin, (2018)
Limit of random measures associated with the increments of a brownian semimartingale
Jacod, Jean, (2018)
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean, (2019)
Local martingales and the fundamental asset pricing theorems in the discrete-time case
Jacod, Jean, (1998)