Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355)
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scientific article; zbMATH DE number 6372130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically distribution-free tests for the volatility function of a diffusion |
scientific article; zbMATH DE number 6372130 |
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Asymptotically distribution-free tests for the volatility function of a diffusion (English)
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24 November 2014
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distribution-free tests
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volatility function
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diffusion model
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martingale transformation
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Monte Carlo simulations
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interest rate volatility
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0.93355817
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0.90095633
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0.89780474
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0.8970293
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