Nonparametric range-based double smoothing spot volatility estimation for diffusion models

DOI10.1155/2020/5048925zbMath1451.62110OpenAlexW3087512109MaRDI QIDQ2210240

Jingwei Cai

Publication date: 5 November 2020

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/5048925

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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