A nonparametric approach to the noise density in stochastic volatility models
Year of publication: |
2008
|
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Authors: | Alfarano, Simone ; Wagner, Friedrich ; Milaković, Mishael |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 4/6, p. 311-314
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Schätzung | Estimation |
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