The following pages link to The drift burst hypothesis (Q2116347):
Displaying 4 items.
- Nonparametric spot volatility from options (Q2299587) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- Drift burst test statistic in the presence of infinite variation jumps (Q6171672) (← links)
