Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500)
From MaRDI portal
scientific article; zbMATH DE number 6156549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions |
scientific article; zbMATH DE number 6156549 |
Statements
Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (English)
0 references
22 April 2013
0 references
high-frequency data
0 references
ill-posed problems
0 references
nonparametric density estimation
0 references
regularization
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
