Nonparametric jump variation measures from options (Q2171999)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric jump variation measures from options |
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Nonparametric jump variation measures from options (English)
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14 September 2022
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jump variation
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Laplace transform
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options
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nonparametric estimation
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tail risk
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