Volatility estimation by combining stock price data and option data (Q896580): Difference between revisions
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Latest revision as of 07:36, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility estimation by combining stock price data and option data |
scientific article |
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Volatility estimation by combining stock price data and option data (English)
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10 December 2015
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Black-Scholes model
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diffusion
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GARCH model
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option data
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stock data
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volatility estimation
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