Variance reduction approach for the volatility over a finite-time horizon (Q5079915)
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scientific article; zbMATH DE number 7533645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction approach for the volatility over a finite-time horizon |
scientific article; zbMATH DE number 7533645 |
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Variance reduction approach for the volatility over a finite-time horizon (English)
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30 May 2022
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diffusion process
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volatility function
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double kernel estimator
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short-term interest rate
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high frequency data
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0.8890382
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0.87517744
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0.8727044
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0.87179065
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0.87172437
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0.8676463
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0.86704004
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0.8646692
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