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Fourier methods for analyzing piecewise constant volatilities
Wornowizki, Max, Fried, Roland, Meintanis, Simos G.Language:
english
Journal:
AStA Advances in Statistical Analysis
DOI:
10.1007/s10182-017-0288-1
Date:
February, 2017
File:
PDF, 582 KB
english, 2017