Inference for volatility-type objects and implications for hedging (Q660057): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.4310/SII.2008.V1.N2.A4 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.4310/SII.2008.V1.N2.A4 / rank | |||
Normal rank | |||
Latest revision as of 00:11, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for volatility-type objects and implications for hedging |
scientific article |
Statements
Inference for volatility-type objects and implications for hedging (English)
0 references
25 January 2012
0 references
volatility estimation
0 references
implied volatility
0 references
realized volatility
0 references
small interval asymptotics
0 references
stable convergence
0 references
option hedging
0 references
