Analytic approximation of the transition density function under a multi-scale volatility model
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Published:2017-12-14
Issue:4
Volume:48
Page:
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ISSN:1303-5010
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Container-title:Hacettepe Journal of Mathematics and Statistics
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language:en
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Short-container-title:HJMS
Publisher
Hacettepe University
Subject
Geometry and Topology,Statistics and Probability,Algebra and Number Theory,Analysis