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Department of Probability Theory, Statistics and Actuarial ... «Statistical Inference for Stochastic Processes». Title of the talk: Utility maximization on Wiener-transformable markets. Mishura, K. Ralchenko "Parameter Estimation in Fractional Diffusion Models ". Bocconi. 2553 - 2567, - 2016; Giulia Di Nunno, Yuliya Mishura, Kostiantyn Ralchenko "Fractional calculus and pathwise

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## A Jump-**Diffusion Model** for Option Pricing | Management ...

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Fourier transform methods for **pathwise** covariance **estimation** ... Here “market implied values” means to choose model parameter values such that the.. The role of pathwise covariance estimation in robust calibration The above theorem has been proved in [3] in a pure diffusion setting and k = 0 . J.H.C. WoernerPower and multipower variation: inference for high frequency data. Papers - EconPapers