Volatility estimation by combining stock price data and option data (Q896580)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility estimation by combining stock price data and option data |
scientific article |
Statements
Volatility estimation by combining stock price data and option data (English)
0 references
10 December 2015
0 references
Black-Scholes model
0 references
diffusion
0 references
GARCH model
0 references
option data
0 references
stock data
0 references
volatility estimation
0 references
