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Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
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Nonparametric estimation for a stochastic volatility model
Comte, Fabienne
;
Genon-Catalot, Valentine
;
Rozenholc, Y.
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003924782
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