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Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Bayraktar, Elise, Clément, Emmanuelle
Format:	Preprint
Publié:	2024
Sujets:	Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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