"On a test for a parametric form of volatility in continuous time financial ..."

Holger Dette, Carsten von Lieres und Wilkau (2003)

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DOI: 10.1007/S007800200087

access: closed

type: Journal Article

metadata version: 2020-07-22

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Holger Dette, Carsten von Lieres und Wilkau:
On a test for a parametric form of volatility in continuous time financial models. Finance Stochastics 7(3): 363-384 (2003)

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