An application of nonparametric volatility estimators to option pricing (Q2343108)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of nonparametric volatility estimators to option pricing |
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An application of nonparametric volatility estimators to option pricing (English)
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4 May 2015
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nonparametric volatility estimation
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option pricing
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high frequency data
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Fokker-Planck equation
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