Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725)
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scientific article
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| English | Statistical Skorohod embedding problem: optimality and asymptotic normality |
scientific article |
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Statistical Skorohod embedding problem: optimality and asymptotic normality (English)
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19 August 2015
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Skorohod embedding problem
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Mellin transform
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multiplicative deconvolution
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volatility density estimation
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0.9083255
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0.89413667
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0.89292204
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0.8873747
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0.88517755
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0.88298154
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0.88061744
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0.87970674
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0.8713641
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0.87018406
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