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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Working papers / TSE : WP"
~person:"Gaillac, Christophe"
~person:"Park, Joon Y."
~subject:"Scientific modelling"
~subject:"bipower increment"
~subject:"threshold truncation"
~type_genre:"Working Paper"
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Stochastischer Prozess
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bipower increment
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Gaillac, Christophe
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
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2
Estimates for the SVD of the truncated Fourier transform on L2(cosh(b.)) and stable analytic continuation
Gautier, Eric
;
Gaillac, Christophe
-
2019
-
This version: May 16, 2019
Persistent link: https://www.econbiz.de/10012181545
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