Cangrejo Esquivel, Alvaro Javier; Tovar Cuevas, José Rafael - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 237-262
The valuation of options and to a large extent the financial derivatives market require an optimal estimation of the … volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … likelihood method and the Boostrap technique are implemented. It is possible to demonstrate that the estimation procedure from …
