Estimating the instantaneous volatility and covariance of risky assets (Q4842350): Difference between revisions
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Revision as of 20:38, 19 March 2024
scientific article; zbMATH DE number 780151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the instantaneous volatility and covariance of risky assets |
scientific article; zbMATH DE number 780151 |
Statements
Estimating the instantaneous volatility and covariance of risky assets (English)
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27 July 1995
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lognormal diffusion
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point estimate
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volatility estimation
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Mil'stein approximation
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stochastic calculus
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