题目:Testing for jumps in a discretely observed process
作者:Yacine A?t-Sahalia and Jean Jacod
Source: Ann. Statist. Volume 37, Number 1 (2009), 184-222.
链接:http://projecteuclid.org/DPubS?s ... clid.aos/1232115932
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楼主: weilinhy
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[文献] 求外文一篇 谢谢inankai |
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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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