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Martingal
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limit theorem
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power variation
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Mathematical finance
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Journal of econometrics
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cowles Foundation discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Quantitative finance
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Risks : open access journal
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The journal of futures markets
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / B
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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Finance research letters
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Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C.
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2003
Persistent link: https://www.econbiz.de/10009581651
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2
Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C.
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2003
Persistent link: https://www.econbiz.de/10009581654
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3
Variational sums and power variation : a unifying approach to model selection and estimation in semimartingale models
Woerner, Jeannette H. C.
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2002
Persistent link: https://www.econbiz.de/10009581659
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4
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
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2002
Persistent link: https://www.econbiz.de/10009581661
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