Nonparametric spot volatility from options (Q2299587)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric spot volatility from options |
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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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