Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573): Difference between revisions

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Latest revision as of 02:55, 29 July 2024

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Computational analysis of the behavior of stochastic volatility models with financial applications
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    Computational analysis of the behavior of stochastic volatility models with financial applications (English)
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    25 May 2022
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    stochastic volatility
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    empirical likelihood
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    local polynomial regression
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    computational finance
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    nonparametric methods
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