Volatility determination in an ambit process setting

Graversen, Svend Erik, Barndorff-Nielsen, Ole E. . Journal of Applied Probability 2011. 2011 (1318940470) :-

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Bibtex

@article{CIS-358023,
  Author = {Graversen, Svend Erik and Barndorff-Nielsen, Ole E.},
  Title = {Volatility determination in an ambit process setting},
  Journal = {Journal of Applied Probability},
  Volume = {2011},
  Number = {1318940470},
  Year = {2011},
  Pages = {--},
  Keywords = {}
}

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