"Real-time estimation scheme for the spot cross volatility of jump ..."

Shigeyoshi Ogawa, Hoang-Long Ngo (2010)

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DOI: 10.1016/J.MATCOM.2010.01.009

access: closed

type: Journal Article

metadata version: 2020-03-04

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Shigeyoshi Ogawa, Hoang-Long Ngo:
Real-time estimation scheme for the spot cross volatility of jump diffusion processes. Math. Comput. Simul. 80(9): 1962-1976 (2010)

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