EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130)
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scientific article; zbMATH DE number 7393962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS |
scientific article; zbMATH DE number 7393962 |
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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (English)
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10 September 2021
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integrated volatility functionals
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semimartingale
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