F. Hubalek:
"On Trades, Volume, and the Martingale Estimating Function Approach for Stochastic Volatility Models with Jumps";
Vortrag: PRisMa Day - Workshop on Portfolio Risk Management, Vienna, Austria (eingeladen); 29.09.2008.
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)