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~isPartOf:"ERID working paper"
~person:"Jacobs, Kris"
~person:"Todorov, Viktor"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~type_genre:"Graue Literatur"
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Option pricing theory
Prognoseverfahren
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Jacobs, Kris
Todorov, Viktor
Tauchen, George Eugene
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ECONIS (ZBW)
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The Realized Laplace Transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009560217
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2
Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009561745
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3
Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2010
Persistent link: https://www.econbiz.de/10009560323
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4
Volatility jumps
Tauchen, George Eugene
;
Todorov, Viktor
-
2008
Persistent link: https://www.econbiz.de/10010218853
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