Counting jumps: does the counting process count?
Autor: | Ballotta, Laura1 (AUTHOR), Fusai, Gianluca1,2 (AUTHOR), Marazzina, Daniele3 (AUTHOR) daniele.marazzina@polimi.it |
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Zdroj: | Quantitative Finance. Nov2024, Vol. 24 Issue 11, p1621-1640. 20p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |