Fourier-Malliavin Volatility Estimation (Q2953881)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier-Malliavin Volatility Estimation |
scientific article |
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Fourier-Malliavin Volatility Estimation (English)
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6 January 2017
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Fourier methods
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Malliavin calculus
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volatility
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