On a real-time scheme for the estimation of volatility (Q5421244)
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scientific article; zbMATH DE number 5202855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a real-time scheme for the estimation of volatility |
scientific article; zbMATH DE number 5202855 |
Statements
On a real-time scheme for the estimation of volatility (English)
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22 October 2007
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volatility
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Black-Scholes paradigm
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Fourier series technique
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quadratic variation scheme
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