A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145): Difference between revisions
From MaRDI portal
Latest revision as of 00:39, 6 July 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
0 references
0 references