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A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data
Magdon-Ismail, Malik, Atiya, Amir FVolume:
3
Language:
english
Journal:
Quantitative Finance
DOI:
10.1088/1469-7688/3/5/304
Date:
October, 2003
File:
PDF, 409 KB
english, 2003