A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328): Difference between revisions
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Revision as of 21:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics |
scientific article |
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A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (English)
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6 February 2009
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stochastic volatility
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high frequency data
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Lie brackets
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finite dimensional realizations
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