Pages that link to "Item:Q2239273"

The following pages link to Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273):

Displaying 2 items.

• Bias reduction in spot volatility estimation from options (Q2697974) (← links)
• Volatility of volatility and leverage effect from options (Q6118716) (← links)