SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886)

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scientific article; zbMATH DE number 7357670
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SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
scientific article; zbMATH DE number 7357670

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    title
    SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (English)
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    author
    Torben G. Andersen
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    Nicola Fusari
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    Viktor Todorov
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    Rasmus T. Varneskov
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    publication date
    11 June 2021
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    zbMATH DE Number
    7357670
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    zbMATH Keywords
    nonparametric test
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