ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629)
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scientific article; zbMATH DE number 7433347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS |
scientific article; zbMATH DE number 7433347 |
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ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (English)
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25 November 2021
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kernel estimation
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volatility functions in jump diffusions
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