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"Realized Laplace transforms for pure jump semimartingales with presence of ..."

Li Wang, Zhi Liu, Xiaochao Xia (2019)

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DOI: 10.1007/S00500-018-3237-3

access: closed

type: Journal Article

metadata version: 2020-07-14

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Li Wang, Zhi Liu, Xiaochao Xia:
Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise. Soft Comput. 23(14): 5739-5752 (2019)

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