Volatility estimation by combining stock price data and option data (Q896580)
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scientific article; zbMATH DE number 6518702
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| English | Volatility estimation by combining stock price data and option data |
scientific article; zbMATH DE number 6518702 |
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Volatility estimation by combining stock price data and option data (English)
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10 December 2015
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Black-Scholes model
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diffusion
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GARCH model
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option data
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stock data
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volatility estimation
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0.746142566204071
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0.7414434552192688
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0.7361412644386292
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0.7297854423522949
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