Penalized Projection Estimator for Volatility Density (Q5430626)
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scientific article; zbMATH DE number 5220344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized Projection Estimator for Volatility Density |
scientific article; zbMATH DE number 5220344 |
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Penalized Projection Estimator for Volatility Density (English)
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16 December 2007
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adaptive estimation
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density deconvolution
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diffusion process
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stochastic volatility
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