$Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions$

Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions

7 September 2023

Papers citing "Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions"

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Title
Statistical inference for rough volatility: Central limit theorems Carsten H. Chong M. Hoffmann Yanghui Liu M. Rosenbaum Grégoire Szymanski 46 18 0 03 Oct 2022