Nonparametric spot volatility from options (Q2299587)
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scientific article; zbMATH DE number 7172342
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| default for all languages | No label defined |
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| English | Nonparametric spot volatility from options |
scientific article; zbMATH DE number 7172342 |
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Nonparametric spot volatility from options (English)
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21 February 2020
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Itô semimartingale
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jumps
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nonparametric inference
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options
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stable convergence
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stochastic volatility
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0.8266445994377136
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0.813495934009552
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0.80917888879776
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0.8075491189956665
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0.8044334053993225
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