Penalized Projection Estimator for Volatility Density (Q5430626): Difference between revisions

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Latest revision as of 14:17, 27 June 2024

scientific article; zbMATH DE number 5220344
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English
Penalized Projection Estimator for Volatility Density
scientific article; zbMATH DE number 5220344

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    Penalized Projection Estimator for Volatility Density (English)
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    16 December 2007
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    adaptive estimation
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    density deconvolution
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    diffusion process
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    stochastic volatility
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