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NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR - MaRDI portal

NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR (Q4807321)

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scientific article; zbMATH DE number 1911800
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English
NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR
scientific article; zbMATH DE number 1911800

    Statements

    title
    NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR (English)
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    publication date
    18 May 2003
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    Mathematics Subject Classification ID
    62P05
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    62G05
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    62G20
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    62M09
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    zbMATH DE Number
    1911800
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    OpenAlex ID
    W2089726803
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