Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (Q1739059): Difference between revisions
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Latest revision as of 00:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach |
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Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (English)
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24 April 2019
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Malliavin calculus
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fractional volatility models
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volatility swaps
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