A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328)
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scientific article; zbMATH DE number 5503393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics |
scientific article; zbMATH DE number 5503393 |
Statements
A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (English)
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6 February 2009
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stochastic volatility
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high frequency data
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Lie brackets
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finite dimensional realizations
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0.85251343
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0.83972836
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0.8353549
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0.8334636
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0.8333205
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