Assessing the quality of volatility estimators via option pricing (Q2509440): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 04:16, 3 February 2024

scientific article
Language Label Description Also known as
English
Assessing the quality of volatility estimators via option pricing
scientific article

    Statements

    Assessing the quality of volatility estimators via option pricing (English)
    0 references
    0 references
    0 references
    28 July 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    high-frequency data
    0 references
    volatility estimation
    0 references
    option pricing
    0 references