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Statistical inference for rough volatility: Minimax Theory

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Chong, Carsten, Hoffmann, Marc, Liu, Yanghui, Rosenbaum, Mathieu, Szymanski, Grégoire
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Statistics Theory Statistical Finance
Accesso online:	Acceder al recurso
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