Items where Author is "Taufer, Emanuele"
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Number of items: 2.
Departmental Technical Report
Taufer, Emanuele and Leonenko, Nikolai and Bee, Marco (2009) Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. UNSPECIFIED.
Taufer, Emanuele (2008) Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. UNSPECIFIED.
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