id	sid	eid	entity	type
ma-142	1	1	2023	CARDINAL
ma-142	2	1	j. math	PERSON
ma-142	4	1	3 (	CARDINAL
ma-142	4	2	2023	CARDINAL
ma-142	4	3	14doi	CARDINAL
ma-142	4	4	10.28924	CARDINAL
ma-142	4	5	ornstein	PERSON
ma-142	4	6	university of north carolina	ORG
ma-142	4	7	charlotte,376 fretwell bldg, 9201 university city blvd	FAC
ma-142	5	1	charlotte	GPE
ma-142	5	2	nc 28223	ORG
ma-142	6	1	ornstein	PERSON
ma-142	6	2	0	CARDINAL
ma-142	6	3	0.5 ≤	MONEY
ma-142	6	4	4h−3	CARDINAL
ma-142	6	5	0.63	CARDINAL
ma-142	6	6	0.75	CARDINAL
ma-142	6	7	hurst	ORG
ma-142	7	1	0.5 ≤	MONEY
ma-142	7	2	o(t	PERSON
ma-142	7	3	0.75	CARDINAL
ma-142	8	1	1	CARDINAL
ma-142	9	1	these days	DATE
ma-142	9	2	one	CARDINAL
ma-142	10	1	1	CARDINAL
ma-142	11	1	thestandard ornstein	PERSON
ma-142	11	2	bish-wal	ORG
ma-142	11	3	4	CARDINAL
ma-142	12	1	ornstein	PERSON
ma-142	12	2	2	CARDINAL
ma-142	13	1	hu et al	PERSON
ma-142	14	1	11	CARDINAL
ma-142	14	2	hurst parameter	PERSON
ma-142	15	1	bishwal	PERSON
ma-142	16	1	5	CARDINAL
ma-142	17	1	estima-tion	ORG
ma-142	17	2	3	CARDINAL
ma-142	18	1	6	CARDINAL
ma-142	19	1	12 nov 2022	CARDINAL
ma-142	21	1	continuation.1 https://adac.ee https://doi.org/10.28924/ada/ma.3.14 eur	PERSON
ma-142	22	1	j. math	PERSON
ma-142	24	1	10.28924	CARDINAL
ma-142	24	2	ω	ORDINAL
ma-142	25	1	x0	ORG
ma-142	25	2	1.1	CARDINAL
ma-142	25	3	1/2	CARDINAL
ma-142	25	4	0is	ORDINAL
ma-142	25	5	0	CARDINAL
ma-142	25	6	1 2	CARDINAL
ma-142	25	7	0	CARDINAL
ma-142	26	1	1.2	CARDINAL
ma-142	26	2	0.5	CARDINAL
ma-142	26	3	0.5	CARDINAL
ma-142	27	1	0.5	CARDINAL
ma-142	27	2	1.1	CARDINAL
ma-142	29	1	1.3	CARDINAL
ma-142	29	2	0 ≤	MONEY
ma-142	30	1	0	CARDINAL
ma-142	30	2	borel σ	PERSON
ma-142	32	1	θ ∫	ORG
ma-142	32	2	0	CARDINAL
ma-142	32	3	2	CARDINAL
ma-142	32	4	0	CARDINAL
ma-142	33	1	1.4	CARDINAL
ma-142	34	1	0	CARDINAL
ma-142	35	1	0	CARDINAL
ma-142	36	1	1.5	CARDINAL
ma-142	36	2	0	CARDINAL
ma-142	38	1	0	CARDINAL
ma-142	38	2	2	CARDINAL
ma-142	39	1	1.6	CARDINAL
ma-142	40	1	13	CARDINAL
ma-142	41	1	2	CARDINAL
ma-142	41	2	1 2	CARDINAL
ma-142	41	3	(2− 2h	CARDINAL
ma-142	45	1	0	CARDINAL
ma-142	46	1	1.7	CARDINAL
ma-142	47	1	j. math	PERSON
ma-142	49	1	10.28924	CARDINAL
ma-142	50	1	kt	ORG
ma-142	51	1	2	CARDINAL
ma-142	52	1	θ ∫	ORG
ma-142	52	2	0	CARDINAL
ma-142	52	3	1.8	CARDINAL
ma-142	52	4	2	CARDINAL
ma-142	52	5	0	CARDINAL
ma-142	52	6	2	CARDINAL
ma-142	53	1	1.9	CARDINAL
ma-142	53	2	θ minimizes∫	ORG
ma-142	54	1	1.10	CARDINAL
ma-142	54	2	θ̂t	CARDINAL
ma-142	54	3	2	CARDINAL
ma-142	56	1	0	CARDINAL
ma-142	57	1	2	CARDINAL
ma-142	58	1	1.11	CARDINAL
ma-142	59	1	2	CARDINAL
ma-142	59	2	1 2h	CARDINAL
ma-142	59	3	1.12	CARDINAL
ma-142	59	4	asymptotically norma	PERSON
ma-142	59	5	θσ2h	GPE
ma-142	59	6	0	CARDINAL
ma-142	59	7	1.13	CARDINAL
ma-142	59	8	4h	CARDINAL
ma-142	60	1	1	CARDINAL
ma-142	60	2	1 +	DATE
ma-142	60	3	4h)γ(4h	CARDINAL
ma-142	60	4	1	CARDINAL
ma-142	61	1	1.14	CARDINAL
ma-142	61	2	1/2	CARDINAL
ma-142	61	3	2	CARDINAL
ma-142	64	1	1/2(θ̂t	CARDINAL
ma-142	64	2	0	CARDINAL
ma-142	64	3	1	CARDINAL
ma-142	64	4	2h	CARDINAL
ma-142	64	5	1/2(θ̃t	CARDINAL
ma-142	64	6	0	CARDINAL
ma-142	64	7	1	CARDINAL
ma-142	65	1	1.15	CARDINAL
ma-142	65	2	mt	ORG
ma-142	69	1	− thγ(2h	PERSON
ma-142	70	1	1.16	CARDINAL
ma-142	71	1	1/2	CARDINAL
ma-142	71	2	θ̂t − θ	ORG
ma-142	71	3	−σ2hθ t )1/2	DATE
ma-142	71	4	1.18	CARDINAL
ma-142	71	5	taylor	PERSON
ma-142	71	6	1 2h	CARDINAL
ma-142	72	1	1 2h	CARDINAL
ma-142	72	2	1 2h h	DATE
ma-142	72	3	1 2h	CARDINAL
ma-142	73	1	2	CARDINAL
ma-142	73	2	1.19	CARDINAL
ma-142	74	1	j. math	PERSON
ma-142	76	1	10.28924	CARDINAL
ma-142	76	2	4	CARDINAL
ma-142	79	1	1 2h	CARDINAL
ma-142	79	2	2	CARDINAL
ma-142	80	1	1.20	CARDINAL
ma-142	80	2	2h	CARDINAL
ma-142	80	3	1/2	CARDINAL
ma-142	80	4	1/2	CARDINAL
ma-142	83	1	1.21	CARDINAL
ma-142	84	1	fourth	ORDINAL
ma-142	84	2	14	CARDINAL
ma-142	86	1	15	CARDINAL
ma-142	87	1	1.1	CARDINAL
ma-142	88	1	2	CARDINAL
ma-142	89	1	1	CARDINAL
ma-142	90	1	3	CARDINAL
ma-142	90	2	fourth	ORDINAL
ma-142	91	1	fourth	ORDINAL
ma-142	91	2	two	CARDINAL
ma-142	91	3	0	CARDINAL
ma-142	92	1	3	CARDINAL
ma-142	92	2	3	CARDINAL
ma-142	93	1	1.22	CARDINAL
ma-142	96	1	11	CARDINAL
ma-142	96	2	12	CARDINAL
ma-142	96	3	3 4	CARDINAL
ma-142	96	4	3 4	DATE
ma-142	96	5	34	CARDINAL
ma-142	96	6	12	CARDINAL
ma-142	96	7	3 4	CARDINAL
ma-142	97	1	jiang et al	PERSON
ma-142	98	1	12	CARDINAL
ma-142	98	2	12 ≤	MONEY
ma-142	98	3	1 2 ≤	MONEY
ma-142	98	4	11 16	CARDINAL
ma-142	99	1	4h−3	CARDINAL
ma-142	99	2	58	CARDINAL
ma-142	99	3	3 4	CARDINAL
ma-142	99	4	4h−3	CARDINAL
ma-142	99	5	1116	CARDINAL
ma-142	99	6	3 4	CARDINAL
ma-142	99	7	qlse.in	GPE
ma-142	99	8	first	ORDINAL
ma-142	99	9	1 2 ≤	MONEY
ma-142	99	10	1 2 ≤	MONEY
ma-142	99	11	11 16	CARDINAL
ma-142	99	12	chapter 1 inbishwal	LAW
ma-142	99	13	1	CARDINAL
ma-142	101	1	1 2	CARDINAL
ma-142	101	2	0.50	CARDINAL
ma-142	101	3	58	CARDINAL
ma-142	101	4	0.63	CARDINAL
ma-142	101	5	23	CARDINAL
ma-142	101	6	0.67	CARDINAL
ma-142	101	7	1116	CARDINAL
ma-142	101	8	0.69	CARDINAL
ma-142	101	9	34	CARDINAL
ma-142	101	10	0.75	CARDINAL
ma-142	102	1	0.63 + 0.06	MONEY
ma-142	102	2	0.69	CARDINAL
ma-142	102	3	0.69	CARDINAL
ma-142	102	4	0.75	CARDINAL
ma-142	104	1	j. math	PERSON
ma-142	106	1	10.28924	CARDINAL
ma-142	106	2	5	CARDINAL
ma-142	106	3	58	CARDINAL
ma-142	107	1	5 8	DATE
ma-142	107	2	fourth	ORDINAL
ma-142	107	3	58	DATE
ma-142	107	4	3 4	CARDINAL
ma-142	107	5	fourth	ORDINAL
ma-142	108	1	n−1/4	PERSON
ma-142	108	2	0	CARDINAL
ma-142	108	3	5 8	CARDINAL
ma-142	108	4	n−(4h−3)/2	GPE
ma-142	108	5	58	DATE
ma-142	108	6	3 4	CARDINAL
ma-142	109	1	3 4	DATE
ma-142	109	2	n)−1/4	PRODUCT
ma-142	110	1	integral.these	NORP
ma-142	111	1	fourth	ORDINAL
ma-142	111	2	malliavin	ORG
ma-142	113	1	e−2θt+θ(s+t	ORG
ma-142	114	1	1.23	CARDINAL
ma-142	114	2	1)h2	CARDINAL
ma-142	115	1	1	CARDINAL
ma-142	115	2	2h	CARDINAL
ma-142	117	1	1.25	CARDINAL
ma-142	117	2	mt = ∫	ORG
ma-142	117	3	0	CARDINAL
ma-142	121	1	1 2	CARDINAL
ma-142	121	2	dw h	ORG
ma-142	121	3	1 2	CARDINAL
ma-142	121	4	1.26	CARDINAL
ma-142	124	1	1 2θ	CARDINAL
ma-142	127	1	0	CARDINAL
ma-142	128	1	t)‖2hdt	TIME
ma-142	128	2	1.27)where	CARDINAL
ma-142	128	3	first	ORDINAL
ma-142	128	4	second	ORDINAL
ma-142	131	1	t)‖2hdt	TIME
ma-142	131	2	+ o(t	PERSON
ma-142	132	1	1.28	CARDINAL
ma-142	132	2	12	CARDINAL
ma-142	132	3	3 4	CARDINAL
ma-142	133	1	1.29	CARDINAL
ma-142	133	2	2	CARDINAL
ma-142	134	1	1.30)for	CARDINAL
ma-142	134	2	1 2	CARDINAL
ma-142	134	3	2	CARDINAL
ma-142	134	4	∫	ORG
ma-142	137	1	1 2θ2	CARDINAL
ma-142	137	2	2	CARDINAL
ma-142	138	1	1.31	CARDINAL
ma-142	142	1	− 1)2	PERSON
ma-142	143	1	1.32	CARDINAL
ma-142	143	2	12	CARDINAL
ma-142	143	3	3 4	CARDINAL
ma-142	143	4	5.3	CARDINAL
ma-142	143	5	hu	PERSON
ma-142	143	6	nualart	PERSON
ma-142	143	7	10	CARDINAL
ma-142	143	8	2h	CARDINAL
ma-142	144	1	1.33	CARDINAL
ma-142	146	1	1 2	CARDINAL
ma-142	147	1	8h−4	CARDINAL
ma-142	147	2	12	CARDINAL
ma-142	147	3	3 4	CARDINAL
ma-142	148	1	mt	GPE
ma-142	149	1	1.34	CARDINAL
ma-142	150	1	j. math	PERSON
ma-142	152	1	10.28924	CARDINAL
ma-142	152	2	6	CARDINAL
ma-142	152	3	fourth	ORDINAL
ma-142	153	1	1.36	CARDINAL
ma-142	153	2	12	CARDINAL
ma-142	153	3	3 4	CARDINAL
ma-142	153	4	fourth	ORDINAL
ma-142	154	1	1.38	CARDINAL
ma-142	154	2	fourth	ORDINAL
ma-142	154	3	1.39	CARDINAL
ma-142	156	1	1.40	CARDINAL
ma-142	156	2	16e−8θt	CARDINAL
ma-142	157	1	2	CARDINAL
ma-142	157	2	48e−8θt	CARDINAL
ma-142	158	1	4	CARDINAL
ma-142	159	1	1.41	CARDINAL
ma-142	160	1	2	CARDINAL
ma-142	161	1	1.42	CARDINAL
ma-142	162	1	2(1−	TIME
ma-142	162	2	4 θ4	DATE
ma-142	163	1	12	CARDINAL
ma-142	163	2	3 4	CARDINAL
ma-142	163	3	2h − 1)4	QUANTITY
ma-142	165	1	fourth	ORDINAL
ma-142	165	2	stein-malliavintheory	PERSON
ma-142	165	3	12 ≤	MONEY
ma-142	165	4	c−1h	ORG
ma-142	166	1	1/2	CARDINAL
ma-142	166	2	mt ≤ x	FAC
ma-142	166	3	c−1h	PERSON
ma-142	166	4	1/2	CARDINAL
ma-142	166	5	mt ‖2h −	FAC
ma-142	167	1	c−1h	PERSON
ma-142	167	2	1/2	CARDINAL
ma-142	167	3	mt ‖2h	GPE
ma-142	167	4	2 1/2	CARDINAL
ma-142	168	1	1.45	CARDINAL
ma-142	168	2	58	DATE
ma-142	168	3	3 4	CARDINAL
ma-142	168	4	c−1h	ORG
ma-142	168	5	1/2	CARDINAL
ma-142	168	6	mt ≤ x	FAC
ma-142	168	7	c−1h	PERSON
ma-142	168	8	1/2	CARDINAL
ma-142	168	9	mt ‖2h −	FAC
ma-142	168	10	c−1h	PERSON
ma-142	168	11	1/2	CARDINAL
ma-142	168	12	mt ‖2h	GPE
ma-142	168	13	2 1/2	CARDINAL
ma-142	168	14	4h−3	CARDINAL
ma-142	169	1	1.46	CARDINAL
ma-142	170	1	j. math	PERSON
ma-142	172	1	10.28924	CARDINAL
ma-142	172	2	12 ≤	MONEY
ma-142	172	3	c−1h	ORG
ma-142	172	4	c−1h	PERSON
ma-142	174	1	c−1h	PERSON
ma-142	175	1	2 1/2	CARDINAL
ma-142	176	1	1.47)for	CARDINAL
ma-142	176	2	58	CARDINAL
ma-142	176	3	3 4	CARDINAL
ma-142	176	4	c−1h	ORG
ma-142	176	5	c−1h	PERSON
ma-142	177	1	c−1h	PERSON
ma-142	178	1	2 1/2	CARDINAL
ma-142	178	2	4h−3	CARDINAL
ma-142	179	1	12 ≤	MONEY
ma-142	179	2	1/2	CARDINAL
ma-142	179	3	1/2	CARDINAL
ma-142	179	4	mt −	ORG
ma-142	181	1	1.49	CARDINAL
ma-142	181	2	58	DATE
ma-142	181	3	3 4	CARDINAL
ma-142	181	4	1/2	CARDINAL
ma-142	181	5	1/2	CARDINAL
ma-142	181	6	mt −	ORG
ma-142	183	1	1.50	CARDINAL
ma-142	183	2	12 ≤	MONEY
ma-142	183	3	c−1h	ORG
ma-142	183	4	1/2 nt ≤	QUANTITY
ma-142	183	5	c−1h	PERSON
ma-142	183	6	1/2	CARDINAL
ma-142	184	1	c−1h	PERSON
ma-142	184	2	1/2	CARDINAL
ma-142	184	3	2 1/2	CARDINAL
ma-142	185	1	1.51	CARDINAL
ma-142	185	2	1116	CARDINAL
ma-142	185	3	3 4	CARDINAL
ma-142	185	4	c−1h	ORG
ma-142	185	5	1/2 nt ≤	QUANTITY
ma-142	185	6	c−1h	PERSON
ma-142	185	7	1/2	CARDINAL
ma-142	185	8	c−1h	PERSON
ma-142	185	9	1/2	CARDINAL
ma-142	185	10	2 1/2	CARDINAL
ma-142	185	11	4h−3	CARDINAL
ma-142	186	1	1.52	CARDINAL
ma-142	187	1	j. math	PERSON
ma-142	189	1	10.28924	CARDINAL
ma-142	189	2	12 ≤	MONEY
ma-142	189	3	1/2	CARDINAL
ma-142	189	4	−σ2h θ̃t	FAC
ma-142	189	5	1/2	CARDINAL
ma-142	191	1	1.53	CARDINAL
ma-142	191	2	1116	CARDINAL
ma-142	191	3	3 4	CARDINAL
ma-142	191	4	1/2	CARDINAL
ma-142	192	1	−σ2h θ̃t	FAC
ma-142	192	2	1/2	CARDINAL
ma-142	194	1	1.54	CARDINAL
ma-142	194	2	2	CARDINAL
ma-142	194	3	two	CARDINAL
ma-142	194	4	jiang et al	PERSON
ma-142	195	1	12	CARDINAL
ma-142	196	1	first	ORDINAL
ma-142	197	1	2.1	CARDINAL
ma-142	197	2	0	CARDINAL
ma-142	197	3	4c 1/2	CARDINAL
ma-142	198	1	0.5	CARDINAL
ma-142	198	2	0	CARDINAL
ma-142	198	3	−c1tδ2	GPE
ma-142	199	1	gao	PERSON
ma-142	199	2	jiang	PERSON
ma-142	200	1	9].for	CARDINAL
ma-142	200	2	0 ≤ α ≤	QUANTITY
ma-142	200	3	c3	PERSON
ma-142	201	1	2.1)see gao	QUANTITY
ma-142	201	2	jiang	PERSON
ma-142	202	1	9	CARDINAL
ma-142	204	1	2.2	CARDINAL
ma-142	204	2	second	ORDINAL
ma-142	205	1	2.2	CARDINAL
ma-142	205	2	0	CARDINAL
ma-142	205	3	θ ∣∣∣∣ ≥ δ	ORG
ma-142	205	4	4c 1/2	CARDINAL
ma-142	206	1	1.11	CARDINAL
ma-142	206	2	θ̂t	CARDINAL
ma-142	208	1	j. math	PERSON
ma-142	210	1	10.28924	CARDINAL
ma-142	211	1	2v	CARDINAL
ma-142	211	2	2.3	CARDINAL
ma-142	217	1	2.4	CARDINAL
ma-142	217	2	2.1	CARDINAL
ma-142	217	3	2.2	CARDINAL
ma-142	217	4	2.3	CARDINAL
ma-142	217	5	0	CARDINAL
ma-142	218	1	0	CARDINAL
ma-142	220	1	lemma 2.4	ORG
ma-142	220	2	1/2	CARDINAL
ma-142	220	3	2(logt	DATE
ma-142	220	4	1/2	CARDINAL
ma-142	221	1	1/2	CARDINAL
ma-142	222	1	2(logt	DATE
ma-142	222	2	1/2	CARDINAL
ma-142	223	1	1/2	CARDINAL
ma-142	223	2	2(logt	DATE
ma-142	223	3	1/2	CARDINAL
ma-142	223	4	 ∣∣∣∣∣∣∣∣∣	DATE
ma-142	223	5	−σ2h θ̃t	FAC
ma-142	223	6	t )1/2	DATE
ma-142	223	7	mt	GPE
ma-142	223	8	∣∣∣∣∣∣∣∣∣	DATE
ma-142	223	9	2(logt	DATE
ma-142	223	10	1/2	CARDINAL
ma-142	223	11	∣∣∣∣∣∣	GPE
ma-142	223	12	t )1/2	DATE
ma-142	223	13	mt	GPE
ma-142	223	14	1/2	CARDINAL
ma-142	223	15	∣∣∣∣∣−σ2h	NORP
ma-142	223	16	1/2 |mt	QUANTITY
ma-142	223	17	1/2	CARDINAL
ma-142	223	18	2φ(−(logt	CARDINAL
ma-142	223	19	1/2	CARDINAL
ma-142	223	20	1/2	CARDINAL
ma-142	224	1	1	CARDINAL
ma-142	225	1	j. math	PERSON
ma-142	227	1	10.28924	CARDINAL
ma-142	227	2	10 ≤	QUANTITY
ma-142	227	3	1/2 |mt	QUANTITY
ma-142	227	4	1/2	CARDINAL
ma-142	228	1	1	CARDINAL
ma-142	229	1	1/2	CARDINAL
ma-142	229	2	first	ORDINAL
ma-142	229	3	third	ORDINAL
ma-142	229	4	2.2	CARDINAL
ma-142	229	5	2.1	CARDINAL
ma-142	229	6	8	CARDINAL
ma-142	229	7	166	CARDINAL
ma-142	231	1	4h	CARDINAL
ma-142	231	2	1	CARDINAL
ma-142	232	1	4h)γ(4h	CARDINAL
ma-142	232	2	1	CARDINAL
ma-142	233	1	2.5	CARDINAL
ma-142	233	2	2.5a	CARDINAL
ma-142	233	3	12 ≤	MONEY
ma-142	233	4	1/2	CARDINAL
ma-142	233	5	θ̂t − θ	ORG
ma-142	234	1	58	DATE
ma-142	234	2	3 4	CARDINAL
ma-142	234	3	1/2	CARDINAL
ma-142	234	4	θ̂t − θ	ORG
ma-142	235	1	12 ≤	MONEY
ma-142	236	1	1/2	DATE
ma-142	237	1	1116	CARDINAL
ma-142	237	2	3 4	CARDINAL
ma-142	238	1	1/2	DATE
ma-142	239	1	first	ORDINAL
ma-142	240	1	two	CARDINAL
ma-142	242	1	2(logt	CARDINAL
ma-142	242	2	1/2	CARDINAL
ma-142	244	1	j. math	PERSON
ma-142	246	1	10.28924	CARDINAL
ma-142	246	2	11we	CARDINAL
ma-142	246	3	1/2	CARDINAL
ma-142	247	1	1/2	CARDINAL
ma-142	249	1	1/2	CARDINAL
ma-142	249	2	θ̂t − θ	ORG
ma-142	249	3	1/2	CARDINAL
ma-142	249	4	θ̂t − θ	ORG
ma-142	250	1	2.6	CARDINAL
ma-142	250	2	8	CARDINAL
ma-142	250	3	166	CARDINAL
ma-142	250	4	1/2	CARDINAL
ma-142	251	1	2.7	CARDINAL
ma-142	251	2	lemma 2.4	ORG
ma-142	251	3	1/2	CARDINAL
ma-142	251	4	θ̂t − θ	ORG
ma-142	251	5	2(logt	DATE
ma-142	251	6	1/2	CARDINAL
ma-142	252	1	2.8	CARDINAL
ma-142	252	2	1/2	CARDINAL
ma-142	252	3	θ̂t − θ	ORG
ma-142	253	1	2.9	CARDINAL
ma-142	253	2	1/2	CARDINAL
ma-142	254	1	1/2	CARDINAL
ma-142	254	2	1/2	CARDINAL
ma-142	254	3	2.10	CARDINAL
ma-142	254	4	1 −σ2hθ	CARDINAL
ma-142	255	1	lemma 2.4	ORG
ma-142	257	1	2.11	CARDINAL
ma-142	257	2	2.1	CARDINAL
ma-142	258	1	1	CARDINAL
ma-142	258	2	1	CARDINAL
ma-142	258	3	1− σ2hθc0	TIME
ma-142	258	4	4c 1/2	CARDINAL
ma-142	259	1	2.12	CARDINAL
ma-142	260	1	1/2	CARDINAL
ma-142	260	2	1/2	CARDINAL
ma-142	260	3	1/2	CARDINAL
ma-142	260	4	θ̂t − θ	ORG
ma-142	261	1	1/2	CARDINAL
ma-142	261	2	σ2hb0θx ⇒	PERSON
ma-142	261	3	1/2	CARDINAL
ma-142	261	4	θ̂t − θ)[it	MONEY
ma-142	263	1	θ̂t −	GPE
ma-142	263	2	−σ2h θ̃t	FAC
ma-142	263	3	1/2	CARDINAL
ma-142	265	1	j. math	PERSON
ma-142	267	1	10.28924	CARDINAL
ma-142	267	2	12	CARDINAL
ma-142	267	3	θ̂t −	GPE
ma-142	269	1	1/2	CARDINAL
ma-142	273	1	1/2	CARDINAL
ma-142	275	1	2σ2hb0(logt	CARDINAL
ma-142	275	2	1/2	DATE
ma-142	275	3	−σ2h θ̃t	FAC
ma-142	275	4	1/2	CARDINAL
ma-142	276	1	1/2	CARDINAL
ma-142	276	2	−σ2h θ̃t	FAC
ma-142	276	3	1/2	CARDINAL
ma-142	276	4	0	CARDINAL
ma-142	277	1	1/2	CARDINAL
ma-142	277	2	1/2	CARDINAL
ma-142	277	3	1/2	CARDINAL
ma-142	277	4	θ̂t − θ	ORG
ma-142	278	1	1/2	CARDINAL
ma-142	278	2	2b0θx ⇒	GPE
ma-142	278	3	1/2	CARDINAL
ma-142	278	4	θ̂t − θ)[it	MONEY
ma-142	279	1	θ̂t −	GPE
ma-142	279	2	θ̂t −	GPE
ma-142	281	1	1/2	CARDINAL
ma-142	284	1	2σ2hb0(logt	CARDINAL
ma-142	284	2	1/2	DATE
ma-142	284	3	−σ2h θ̃t	FAC
ma-142	284	4	1/2	CARDINAL
ma-142	284	5	−σ2h θ̃t	FAC
ma-142	284	6	1/2	CARDINAL
ma-142	284	7	−σ2h θ̃t	FAC
ma-142	284	8	1/2	CARDINAL
ma-142	284	9	0	CARDINAL
ma-142	286	1	j. math	PERSON
ma-142	288	1	10.28924	CARDINAL
ma-142	290	1	1/2	CARDINAL
ma-142	290	2	1/2	CARDINAL
ma-142	290	3	θ̂t − θ	ORG
ma-142	292	1	1/2	CARDINAL
ma-142	292	2	±	CARDINAL
ma-142	293	1	⊆	CARDINAL
ma-142	293	2	∩ bt ∩	ORG
ma-142	293	3	1/2	CARDINAL
ma-142	293	4	θ̂t − θ	ORG
ma-142	294	1	⊆	CARDINAL
ma-142	295	1	2.13	CARDINAL
ma-142	296	1	1/2	CARDINAL
ma-142	296	2	2.11	CARDINAL
ma-142	296	3	2.14).we	ORG
ma-142	296	4	2.4	CARDINAL
ma-142	299	1	1/2	CARDINAL
ma-142	299	2	mt −	ORG
ma-142	299	3	+ σ2h	PERCENT
ma-142	299	4	1/2	CARDINAL
ma-142	299	5	2	CARDINAL
ma-142	299	6	1/2	CARDINAL
ma-142	299	7	mt −	ORG
ma-142	299	8	1/2	CARDINAL
ma-142	299	9	2	CARDINAL
ma-142	301	1	2.15)(1.50	CARDINAL
ma-142	302	1	2.16)on	CARDINAL
ma-142	302	2	1/2	CARDINAL
ma-142	302	3	2(2π)−1/2	CARDINAL
ma-142	303	1	1/2	CARDINAL
ma-142	303	2	2	CARDINAL
ma-142	304	1	1/2	CARDINAL
ma-142	304	2	|x̄	PRODUCT
ma-142	304	3	1/2	CARDINAL
ma-142	305	1	2(2π)−1/2x2 exp(−x2/8)	TIME
ma-142	306	1	2.17	CARDINAL
ma-142	307	1	j. math	PERSON
ma-142	309	1	10.28924	CARDINAL
ma-142	309	2	2.15	CARDINAL
ma-142	309	3	2.17	CARDINAL
ma-142	309	4	∣∣p {d+t	PERSON
ma-142	313	1	two	CARDINAL
ma-142	315	1	2(logt )1−/2	DATE
ma-142	316	1	1/2	CARDINAL
ma-142	317	1	1/2runs	CARDINAL
ma-142	319	1	1/2	DATE
ma-142	320	1	1/2	DATE
ma-142	321	1	2.7	CARDINAL
ma-142	321	2	lemma 2.4	ORG
ma-142	321	3	1/2	CARDINAL
ma-142	321	4	2(logt	DATE
ma-142	321	5	1/2	CARDINAL
ma-142	323	1	∣∣∣∣∣∣p	PERSON
ma-142	324	1	1/2	DATE
ma-142	324	2	1/2	CARDINAL
ma-142	325	1	1/2	CARDINAL
ma-142	326	1	1/2	CARDINAL
ma-142	326	2	1 −σ2hθ	CARDINAL
ma-142	327	1	lemma 2.4	ORG
ma-142	328	1	2.18	CARDINAL
ma-142	328	2	2.1	CARDINAL
ma-142	330	1	1	CARDINAL
ma-142	331	1	∣∣∣∣(−σ2hθ4th2	PERSON
ma-142	332	1	1− σ2hθc0	TIME
ma-142	333	1	2.19)let b0	QUANTITY
ma-142	334	1	1/2	CARDINAL
ma-142	334	2	−σ2hθ 4t0h2	CARDINAL
ma-142	334	3	1/2	CARDINAL
ma-142	334	4	2h	CARDINAL
ma-142	334	5	1/2	DATE
ma-142	335	1	+ 2h	CARDINAL
ma-142	335	2	1/2	CARDINAL
ma-142	336	1	j. math	PERSON
ma-142	338	1	10.28924	CARDINAL
ma-142	338	2	15	CARDINAL
ma-142	338	3	1/2	DATE
ma-142	339	1	+ 2h	DATE
ma-142	339	2	1/2	CARDINAL
ma-142	340	1	1/2	CARDINAL
ma-142	342	1	1/2	CARDINAL
ma-142	342	2	1/2	CARDINAL
ma-142	343	1	4b0(logt )1/2	CARDINAL
ma-142	343	2	−σ2hθ 4th2	CARDINAL
ma-142	343	3	1/2	CARDINAL
ma-142	343	4	1/2	CARDINAL
ma-142	343	5	1/2	CARDINAL
ma-142	343	6	−σ2hθ 4th2	CARDINAL
ma-142	343	7	1/2	CARDINAL
ma-142	343	8	0	CARDINAL
ma-142	344	1	1/2	CARDINAL
ma-142	344	2	−σ2hθ 4t0h2	CARDINAL
ma-142	344	3	1/2	CARDINAL
ma-142	344	4	2h	CARDINAL
ma-142	344	5	1/2	CARDINAL
ma-142	346	1	2h	CARDINAL
ma-142	346	2	1/2	CARDINAL
ma-142	346	3	σ2hb0θx ⇒ 2h	ORG
ma-142	346	4	1/2	DATE
ma-142	346	5	2h	CARDINAL
ma-142	346	6	1/2 2b0θx	CARDINAL
ma-142	348	1	1/2	CARDINAL
ma-142	350	1	1/2	CARDINAL
ma-142	351	1	1/2	CARDINAL
ma-142	353	1	2σ2hb0(logt	CARDINAL
ma-142	353	2	1/2	CARDINAL
ma-142	353	3	−σ2hθ 4th2	CARDINAL
ma-142	354	1	1/2	CARDINAL
ma-142	354	2	1/2	CARDINAL
ma-142	354	3	−σ2hθ 4th2	CARDINAL
ma-142	354	4	1/2	CARDINAL
ma-142	354	5	1/2	CARDINAL
ma-142	354	6	−σ2hθ 4th2	CARDINAL
ma-142	354	7	1/2	CARDINAL
ma-142	354	8	0	CARDINAL
ma-142	356	1	j. math	PERSON
ma-142	358	1	10.28924	CARDINAL
ma-142	361	1	1/2	CARDINAL
ma-142	361	2	1/2(θt	CARDINAL
ma-142	361	3	1/2	CARDINAL
ma-142	361	4	±	CARDINAL
ma-142	361	5	⊆	CARDINAL
ma-142	361	6	1/2	DATE
ma-142	363	1	2.20)if	CARDINAL
ma-142	363	2	1/2	CARDINAL
ma-142	363	3	2.18	CARDINAL
ma-142	363	4	2.21).we	CARDINAL
ma-142	363	5	2.21	CARDINAL
ma-142	364	1	analogous.observe that∣∣∣p	PERSON
ma-142	364	2	∣∣∣	CARDINAL
ma-142	364	3	1/2	CARDINAL
ma-142	367	1	+ 2	CARDINAL
ma-142	367	2	1/2	CARDINAL
ma-142	367	3	2	CARDINAL
ma-142	367	4	1/2	CARDINAL
ma-142	368	1	−φ(y	ORG
ma-142	369	1	1/2	CARDINAL
ma-142	369	2	2	CARDINAL
ma-142	371	1	2.23)on	CARDINAL
ma-142	371	2	1/2	CARDINAL
ma-142	371	3	2(2π)−1/2	CARDINAL
ma-142	372	1	1/2	CARDINAL
ma-142	372	2	2	CARDINAL
ma-142	373	1	1/2	CARDINAL
ma-142	373	2	|x̄	PRODUCT
ma-142	373	3	1/2	CARDINAL
ma-142	373	4	2(2π)−1/2x2 exp(−x2/8	TIME
ma-142	375	1	2.24	CARDINAL
ma-142	375	2	2.12	CARDINAL
ma-142	375	3	2.14	CARDINAL
ma-142	378	1	j. math	PERSON
ma-142	380	1	10.28924	CARDINAL
ma-142	381	1	58	CARDINAL
ma-142	381	2	3 4	CARDINAL
ma-142	381	3	1/2	CARDINAL
ma-142	381	4	θ̂t − θ	ORG
ma-142	381	5	4h−3	CARDINAL
ma-142	382	1	1116	CARDINAL
ma-142	382	2	3 4	CARDINAL
ma-142	383	1	1/2	CARDINAL
ma-142	383	2	cθt 4h−3.this	LOC
ma-142	383	3	12 ≤	MONEY
ma-142	384	1	1	CARDINAL
ma-142	384	2	bishwal	ORG
ma-142	384	3	berlin	GPE
ma-142	384	4	2008).[2	CARDINAL
ma-142	384	5	bishwal	ORG
ma-142	388	1	14 (2011	DATE
ma-142	389	1	375–410	CARDINAL
ma-142	390	1	bishwal	ORG
ma-142	390	2	j. math	ORG
ma-142	391	1	2011	DATE
ma-142	392	1	58–62	CARDINAL
ma-142	393	1	bishwal	ORG
ma-142	393	2	stoch	GPE
ma-142	395	1	17 (2011	DATE
ma-142	395	2	12-15.[5	CARDINAL
ma-142	395	3	bishwal	ORG
ma-142	395	4	interestrates	ORG
ma-142	395	5	monte carlo	PERSON
ma-142	395	6	28	CARDINAL
ma-142	395	7	2022	CARDINAL
ma-142	395	8	111–124	DATE
ma-142	395	9	bishwal	ORG
ma-142	396	1	2022).[7	CARDINAL
ma-142	396	2	k. es-sebaiy	PERSON
ma-142	396	3	f.g. viens	ORG
ma-142	396	4	stoch	GPE
ma-142	398	1	129	CARDINAL
ma-142	398	2	2019	CARDINAL
ma-142	398	3	3018–3054	CARDINAL
ma-142	400	1	w.	PERSON
ma-142	401	1	wiley	PERSON
ma-142	401	2	new york	GPE
ma-142	401	3	1957).[9	CARDINAL
ma-142	401	4	f. gao	PERSON
ma-142	401	5	h. jiang	PERSON
ma-142	401	6	linear	ORG
ma-142	402	1	commun	PERSON
ma-142	404	1	14 (2009	DATE
ma-142	404	2	210	CARDINAL
ma-142	405	1	d. nualart	PERSON
ma-142	407	1	lett	PERSON
ma-142	408	1	80	DATE
ma-142	408	2	2010)1030	CARDINAL
ma-142	408	3	y. hu	PERSON
ma-142	408	4	d. nualart	PERSON
ma-142	408	5	h. zhou	PERSON
ma-142	408	6	stoch	GPE
ma-142	409	1	22	CARDINAL
ma-142	409	2	2017) 111–142	DATE
ma-142	410	1	https://doi.org/10.1007/s11203-017-9168-2.[12] h. jiang	PERSON
ma-142	410	2	j. liu	PERSON
ma-142	410	3	s. wang	PERSON
ma-142	410	4	orn-stein	PERSON
ma-142	410	5	stoch	GPE
ma-142	412	1	19	CARDINAL
ma-142	412	2	2019) 1950018	DATE
ma-142	413	1	a. le breton	PERSON
ma-142	414	1	stoch	GPE
ma-142	416	1	5(2002	CARDINAL
ma-142	417	1	229–248	CARDINAL
ma-142	418	1	i. nourdin	PERSON
ma-142	418	2	g. peccati	PERSON
ma-142	418	3	fourth	ORDINAL
ma-142	419	1	amer	PERSON
ma-142	420	1	143	CARDINAL
ma-142	420	2	2015	CARDINAL
ma-142	420	3	3123-3133.[15	CARDINAL
ma-142	420	4	s. douissi	PERSON
ma-142	420	5	k. es-sebaiy	PERSON
ma-142	420	6	f. g. viens	PERSON
ma-142	421	1	16 (2019	CARDINAL
ma-142	421	2	633	CARDINAL