Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.cam.2022.114258 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2022.114258 / rank | |||
Normal rank | |||
Latest revision as of 05:28, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational analysis of the behavior of stochastic volatility models with financial applications |
scientific article |
Statements
Computational analysis of the behavior of stochastic volatility models with financial applications (English)
0 references
25 May 2022
0 references
stochastic volatility
0 references
empirical likelihood
0 references
local polynomial regression
0 references
computational finance
0 references
nonparametric methods
0 references
0 references
0 references
0 references
0 references
