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~isPartOf:"International journal of computational economics and econometrics : IJCEE"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
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Estimation theory
Option pricing theory
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Floros, Christos
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International journal of computational economics and econometrics : IJCEE
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A non-parametric estimator for stochastic volatility density
Ouamaliche, Soufiane
;
Sayah, Awatef
- In:
International journal of computational economics and …
11
(
2021
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10012655445
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2
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
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