Volatility analysis for the GARCH-Itô model with option data (Q6490397): Difference between revisions

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+Modelling and forecasting noisy realized volatility
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+THE GARCH OPTION PRICING MODEL
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+Volatility estimation by combining stock price data and option data
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+Volatility analysis with realized GARCH-Itô models
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+Nonparametric spot volatility from options
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