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T.G. Andersen, T. Bollerslev, D. Dobrev
Books by T.G. Andersen, T. Bollerslev, D. Dobrev
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No-arbitrage semi-martingale restrictions for continuous-ti…
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T.G. Andersen, T. Bollerslev, D. Dobrev
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![No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and ... [An article from: Journal of Econometrics]](https://www.ebooknetworking.net/books/B00/0PD/medB000PDYNSM.jpg)