Browse by Eprint ID
Number of items: 1. Cvitanić, Jakša and Lipster, Robert and Rozovskii, Boris (2006) A filtering approach to tracking volatility from prices observed at random times. Annals of Applied Probability, 16 (3). pp. 1633-1652. ISSN 1050-5164. https://resolver.caltech.edu/CaltechAUTHORS:CVIaap06 |