• 04.20

  Mean‐variance policy for discrete‐time cone‐constrained markets
• 04.20

  Efficient simulation of clustering jumps with CIR intensity.
• 04.20

  A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise.
• 04.20

  A combined filtering approach to high‐frequency volatility estimation with mixed‐type

• 04.20

  Volatility analysis with realized GARCH-Ito models.