Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Volatility Estimation with Price Quanta - MaRDI portal

Volatility Estimation with Price Quanta (Q4791737)

From MaRDI portal
scientific article; zbMATH DE number 1862461
Language Label Description Also known as
English
Volatility Estimation with Price Quanta
scientific article; zbMATH DE number 1862461

    Statements

    title
    Volatility Estimation with Price Quanta (English)
    0 references
    author
    L. C. G. Rogers
    0 references
    publication date
    2 February 2003
    0 references
    zbMATH Keywords
    Brownian motion
    0 references
    Rogers-Satchell estimator
    0 references
    Euler-Maclaurin expansion
    0 references
    Wiener-Hopf factorization
    0 references

    Identifiers

    zbMATH DE Number
    1862461
    0 references
    OpenAlex ID
    W2172218031
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4791737&oldid=32146214"
    Powered by MediaWiki