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~institution:"APMOD <8, 2006, Madrid>"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Autokorrelation"
~subject:"Martingale"
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APMOD <8, 2006, Madrid>
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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