Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (Q5487015)
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scientific article; zbMATH DE number 5054817
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| English | Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications |
scientific article; zbMATH DE number 5054817 |
Statements
Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (English)
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18 September 2006
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Brownian semi-martingales
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0.8669312000274658
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0.8653502464294434
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0.8589864373207092
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0.8145802021026611
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0.8109679818153381
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