A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data (Q4647284)
From MaRDI portal
scientific article; zbMATH DE number 7001618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data |
scientific article; zbMATH DE number 7001618 |
Statements
A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data (English)
0 references
14 January 2019
0 references
derivatives pricing
0 references
volatility estimation
0 references
Brownian motion
0 references
maximum likelihood approach
0 references
0 references
