Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computational analysis of the behavior of stochastic volatility models with financial applications |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational analysis of the behavior of stochastic volatility models with financial applications |
scientific article |
Statements
Computational analysis of the behavior of stochastic volatility models with financial applications (English)
0 references
25 May 2022
0 references
stochastic volatility
0 references
empirical likelihood
0 references
local polynomial regression
0 references
computational finance
0 references
nonparametric methods
0 references
