Volatility estimation and jump detection for drift-diffusion processes (Q2190225)
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scientific article; zbMATH DE number 7213050
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Volatility estimation and jump detection for drift-diffusion processes |
scientific article; zbMATH DE number 7213050 |
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Volatility estimation and jump detection for drift-diffusion processes (English)
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18 June 2020
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diffusion process
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nonzero drift
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finite sample theory
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volatility estimation
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jumps
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0.7858194708824158
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0.7818670272827148
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0.7790593504905701
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0.7747119665145874
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0.7733751535415649
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