Volatility Estimation with Price Quanta (Q4791737)
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scientific article; zbMATH DE number 1862461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Estimation with Price Quanta |
scientific article; zbMATH DE number 1862461 |
Statements
Volatility Estimation with Price Quanta (English)
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2 February 2003
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Brownian motion
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Rogers-Satchell estimator
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Euler-Maclaurin expansion
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Wiener-Hopf factorization
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