A Caltech Library Service

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

This list was generated on Mon Mar 1 21:52:54 2021 PST.

CaltechAUTHORS is powered by EPrints 3.3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.