Nonparametric jump variation measures from options (Q2171999): Difference between revisions
From MaRDI portal
Latest revision as of 03:55, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric jump variation measures from options |
scientific article |
Statements
Nonparametric jump variation measures from options (English)
0 references
14 September 2022
0 references
jump variation
0 references
Laplace transform
0 references
options
0 references
nonparametric estimation
0 references
tail risk
0 references
0 references
0 references