Nonparametric stochastic volatility
Federico M. Bandi, Roberto Renò
| Year of publication: |
2018
|
|---|---|
| Authors: | Bandi, Federico M. ; Renò, Roberto |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 34.2018, 6, p. 1207-1255
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466617000457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012038046