Assessing the quality of volatility estimators via option pricing (Q2509440): Difference between revisions

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Latest revision as of 20:04, 8 July 2024

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Assessing the quality of volatility estimators via option pricing
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    Assessing the quality of volatility estimators via option pricing (English)
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    28 July 2014
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    high-frequency data
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    volatility estimation
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    option pricing
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