Pages that link to "Item:Q4791737"
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The following pages link to Volatility Estimation with Price Quanta (Q4791737):
Displaying 4 items.
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data (Q4647284) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- Volatility estimation from short time series of stock prices (Q5419471) (← links)