On Error Estimates for Asymptotic Expansions with Malliavin Weights -- Application to Stochastic Volatility Model
Year of publication: |
2014
|
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Authors: | Takahashi, Akihiko |
Other Persons: | Yamada, Toshihiro (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 8, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2319361 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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