"On the online estimation of local constant volatilities."

Roland Fried (2012)

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DOI: 10.1016/J.CSDA.2011.02.012

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type: Journal Article

metadata version: 2020-02-18

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Roland Fried:
On the online estimation of local constant volatilities. Comput. Stat. Data Anal. 56(11): 3080-3090 (2012)

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