Inference for volatility-type objects and implications for hedging (Q660057)
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scientific article; zbMATH DE number 6000088
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inference for volatility-type objects and implications for hedging |
scientific article; zbMATH DE number 6000088 |
Statements
Inference for volatility-type objects and implications for hedging (English)
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25 January 2012
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volatility estimation
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implied volatility
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realized volatility
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small interval asymptotics
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stable convergence
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option hedging
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0.7658413052558899
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0.765415608882904
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0.761699914932251
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0.7541812658309937
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0.7536463737487793
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