A non-parametric estimator for stochastic volatility density
Soufiane Ouamaliche and Awatef Sayah
| Year of publication: |
2021
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|---|---|
| Authors: | Ouamaliche, Soufiane ; Sayah, Awatef |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 11.2021, 4, p. 349-367
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| Subject: | non-parametric estimation | kernel smoothing | kernel regression | kernel density estimation | convolution structure | stochastic volatility | Monte Carlo simulations | Schätztheorie | Estimation theory | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Core | Schätzung | Estimation | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2021.118476 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655445