Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational analysis of the behavior of stochastic volatility models with financial applications |
scientific article |
Statements
Computational analysis of the behavior of stochastic volatility models with financial applications (English)
0 references
25 May 2022
0 references
stochastic volatility
0 references
empirical likelihood
0 references
local polynomial regression
0 references
computational finance
0 references
nonparametric methods
0 references
0 references
0 references
0 references
0 references
