Assessing the quality of volatility estimators via option pricing (Q2509440): Difference between revisions
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Revision as of 08:07, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the quality of volatility estimators via option pricing |
scientific article |
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Assessing the quality of volatility estimators via option pricing (English)
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28 July 2014
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high-frequency data
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volatility estimation
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option pricing
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