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"Tracking Volatility."

L. Goldentayer, Fima C. Klebaner, Robert Sh. Liptser (2005)

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DOI: 10.1007/S11122-005-0026-2

access: closed

type: Journal Article

metadata version: 2022-03-30

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L. Goldentayer, Fima C. Klebaner, Robert Sh. Liptser:
Tracking Volatility. Probl. Inf. Transm. 41(3): 212-229 (2005)

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