How large is the jump discontinuity in the diffusion coefficient of a time-homogeneous diffusion?
Year of publication: |
2023
|
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Authors: | Robert, Christian Yann |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 39.2023, 4, p. 848-880
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Subject: | Theorie | Theory | Innovationsdiffusion | Innovation diffusion |
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