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Statistical inference for rough volatility: Central limit theorems

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chong, Carsten, Hoffmann, Marc, Liu, Yanghui, Rosenbaum, Mathieu, Szymanski, Grégoire
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Statistical Finance Primary 62G15, 62G20, 62M09, secondary 60F05, 62P20
Online Access:	Acceder al recurso
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