An improved two-step regularization scheme for spot volatility estimation
書誌事項
- タイトル
- An improved two-step regularization scheme for spot volatility estimation
- 著者
- S.Ogawa, S.Sanfelici
収録刊行物
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- Economic Notes ; Banka Monte dei Paschi di Siena
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Economic Notes ; Banka Monte dei Paschi di Siena 40 105-132, 2011