A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2129578627 / rank | |||
Normal rank | |||
Revision as of 20:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral estimation of tempered stable stochastic volatility models and option pricing |
scientific article |
Statements
A spectral estimation of tempered stable stochastic volatility models and option pricing (English)
0 references
30 December 2012
0 references
empirical characteristic function
0 references
stochastic volatility
0 references
infinite-activity jumps
0 references
option pricing
0 references
continuous GMM
0 references
