Nonparametric spot volatility from options (Q2299587): Difference between revisions

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Latest revision as of 21:52, 21 July 2024

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Nonparametric spot volatility from options
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    Nonparametric spot volatility from options (English)
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    21 February 2020
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    Itô semimartingale
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    jumps
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    nonparametric inference
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    options
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    stable convergence
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    stochastic volatility
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