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On the minimal number of driving Lévy motions in a multivariate price model
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- Journal:
- Journal of Applied Probability / Volume 55 / Issue 3 / September 2018
- Published online by Cambridge University Press:
- 16 November 2018, pp. 823-833
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- September 2018
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Bipower Variation for Gaussian Processes with Stationary Increments
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- Journal:
- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 132-150
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- March 2009
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