Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573): Difference between revisions
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Revision as of 06:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational analysis of the behavior of stochastic volatility models with financial applications |
scientific article |
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Computational analysis of the behavior of stochastic volatility models with financial applications (English)
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25 May 2022
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stochastic volatility
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empirical likelihood
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local polynomial regression
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computational finance
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nonparametric methods
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