Bias reduction in spot volatility estimation from options (Q2697974)
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scientific article; zbMATH DE number 7674649
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bias reduction in spot volatility estimation from options |
scientific article; zbMATH DE number 7674649 |
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Bias reduction in spot volatility estimation from options (English)
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14 April 2023
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characteristic function
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higher-order asymptotic expansion
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jumps
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options
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volatility estimation
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