Works matching IS 00390402 AND DT 2010 AND VI 64 AND IP 3
Results: 7
Old and new approaches to LIBOR modeling.
- Published in:
- Statistica Neerlandica, 2010, v. 64, n. 3, p. 257, doi. 10.1111/j.1467-9574.2010.00458.x
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- Article
Editorial introduction.
- Published in:
- 2010
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- Publication type:
- Editorial
Understanding limit theorems for semimartingales: a short survey.
- Published in:
- Statistica Neerlandica, 2010, v. 64, n. 3, p. 329, doi. 10.1111/j.1467-9574.2010.00460.x
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- Article
Estimation of the characteristics of a Lévy process observed at arbitrary frequency.
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- Statistica Neerlandica, 2010, v. 64, n. 3, p. 314, doi. 10.1111/j.1467-9574.2010.00461.x
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- Article
Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes.
- Published in:
- Statistica Neerlandica, 2010, v. 64, n. 3, p. 290, doi. 10.1111/j.1467-9574.2010.00462.x
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- Article
Power variation for Itô integrals with respect to α-stable processes.
- Published in:
- Statistica Neerlandica, 2010, v. 64, n. 3, p. 276, doi. 10.1111/j.1467-9574.2010.00463.x
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- Publication type:
- Article
Multivariate elliptic processes.
- Published in:
- Statistica Neerlandica, 2010, v. 64, n. 3, p. 352, doi. 10.1111/j.1467-9574.2010.00465.x
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- Publication type:
- Article