Parametric Inference and Dynamic State Recovery From Option Panels (Q4614283)
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scientific article; zbMATH DE number 7008659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric Inference and Dynamic State Recovery From Option Panels |
scientific article; zbMATH DE number 7008659 |
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Parametric Inference and Dynamic State Recovery From Option Panels (English)
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30 January 2019
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option pricing
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inference
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risk premia
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jumps
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latent state vector
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stochastic volatility
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specification testing
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stable convergence
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