Fourier-Malliavin Volatility Estimation (Q2953881): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 21:17, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fourier-Malliavin Volatility Estimation |
scientific article |
Statements
Fourier-Malliavin Volatility Estimation (English)
0 references
6 January 2017
0 references
Fourier methods
0 references
Malliavin calculus
0 references
volatility
0 references