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Roel C. A. Oomen

According to our database1, Roel C. A. Oomen authored at least 1 paper in 2010.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of six.

Timeline

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Links

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Bibliography

2010
Zero-intelligence realized variance estimation.
[BibTeX]
[DOI]
Jim Gatheral
,
Roel C. A. Oomen
Finance Stochastics, 2010


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