"A central limit theorem for the functional estimation of the spot volatility."

Hoang-Long Ngo, Shigeyoshi Ogawa (2009)

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DOI: 10.1515/MCMA.2009.019

access: closed

type: Journal Article

metadata version: 2020-07-03

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Hoang-Long Ngo, Shigeyoshi Ogawa:
A central limit theorem for the functional estimation of the spot volatility. Monte Carlo Methods Appl. 15(4): 353-380 (2009)

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