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Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models |
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| Authors: | Marie Nicolas |
| Institution: | 1.Laboratoire Modal’X, Université Paris Nanterre, Nanterre, France ; |
| Abstract: | Finance and Stochastics - This paper deals with a projection least squares estimator of the function $J_{0}$ computed from multiple independent observations on $0,T]$ of the process $Z$ defined by... |
| Keywords: | |
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