RUS  ENG
Full version
VIDEO LIBRARY

International conference "Advanced Finance and Stochastics"
June 28, 2013 11:30, Moscow, Steklov Mathematical Institute of RAS


Fourier transform methods for pathwise covariance estimation in the presence of jumps

Christa Cuchiero

ienna University of Technology, Austria




Language: English


© Steklov Math. Inst. of RAS, 2026