Nonparametric estimation for a stochastic volatility model
Year of publication: |
2009
|
---|---|
Authors: | Comte, Fabienne ; Genon-Catalot, Valentine ; Rozenholc, Y. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 1, p. 49-80
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Modellierung | Scientific modelling | Theorie | Theory |
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