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NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS - MaRDI portal

NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415)

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NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS
scientific article

    Statements

    title
    NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (English)
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    author
    Roberto Renò
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    publication date
    11 June 2009
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    Identifiers

    zbMATH DE Number
    5564033
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    OpenAlex ID
    W2130075815
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