Testing the local volatility assumption: a statistical approach (Q470421)
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scientific article; zbMATH DE number 6368781
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| English | Testing the local volatility assumption: a statistical approach |
scientific article; zbMATH DE number 6368781 |
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Testing the local volatility assumption: a statistical approach (English)
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12 November 2014
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local volatility models
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stochastic volatility models
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test statistics
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semi-martingales
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limit theorems
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0.7300536036491394
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0.728823184967041
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0.7273924350738525
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0.7230939269065857
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0.7223772406578064
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