Recursive computation of piecewise constant volatilities

标题
Recursive computation of piecewise constant volatilities
作者
关键词
-
出版物
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 56, Issue 11, Pages 3623-3631
出版商
Elsevier BV
发表日期
2010-07-12
DOI
10.1016/j.csda.2010.06.027

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