Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543)
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scientific article; zbMATH DE number 7342627
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| English | Nonparametric estimation of volatility function in the jump-diffusion model with noisy data |
scientific article; zbMATH DE number 7342627 |
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Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (English)
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3 May 2021
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nonparametric technique
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volatility function
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jump-diffusion processes
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microstructure noise
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0.8865354061126709
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0.8502436280250549
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0.833437979221344
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0.820774257183075
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