Fourier-Malliavin Volatility Estimation (Q2953881)

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Fourier-Malliavin Volatility Estimation
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    title
    Fourier-Malliavin Volatility Estimation (English)
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    author
    Maria Elvira Mancino
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    Simona Sanfelici
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    publication date
    6 January 2017
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    Mathematics Subject Classification ID
    91-02
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    91G70
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    62G05
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    62P05
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    60H07
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    zbMATH DE Number
    6671109
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    zbMATH Keywords
    Fourier methods
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    Malliavin calculus
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    volatility
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