Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500): Difference between revisions
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Revision as of 15:40, 19 March 2024
scientific article; zbMATH DE number 6156549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions |
scientific article; zbMATH DE number 6156549 |
Statements
Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (English)
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22 April 2013
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high-frequency data
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ill-posed problems
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nonparametric density estimation
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regularization
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stochastic volatility
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