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THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS - MaRDI portal

THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (Q5314883)

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scientific article; zbMATH DE number 2202810
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English
THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
scientific article; zbMATH DE number 2202810

    Statements

    title
    THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS (English)
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    author
    Woo Cheol Kim
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    Oliver B. Linton
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    publication date
    5 September 2005
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    zbMATH Keywords
    GANARCH
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    oracle standards
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G08
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    62M10
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    65C60
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    zbMATH DE Number
    2202810
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    OpenAlex ID
    W2115067055
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