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~isPartOf:"CREATES research paper"
~person:"Fusari, Nicola"
~person:"Gatarek, Lukasz"
~person:"Rosenbaum, Mathieu"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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CREATES research paper
Global COE Hi-Stat discussion paper series
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
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Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10009524097
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Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
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2011
Persistent link: https://www.econbiz.de/10008807427
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