Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597): Difference between revisions
From MaRDI portal
Latest revision as of 05:43, 22 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Volatility estimation for stochastic PDEs using high-frequency observations |
scientific article |
Statements
Volatility estimation for stochastic PDEs using high-frequency observations (English)
0 references
1 April 2020
0 references
high-frequency data
0 references
stochastic partial differential equation
0 references
random field
0 references
realized volatility
0 references
mixing-type limit theorem
0 references
0 references
0 references
0 references
0 references
0 references
0 references