Inference for volatility-type objects and implications for hedging (Q660057): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q216426 |
||
| Property / author | |||
| Property / author: Per Aslak Mykland / rank | |||
Revision as of 01:33, 11 February 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
