Estimation of integrated volatility in stochastic volatility models (Q5467272)
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scientific article; zbMATH DE number 5025733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of integrated volatility in stochastic volatility models |
scientific article; zbMATH DE number 5025733 |
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Estimation of integrated volatility in stochastic volatility models (English)
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24 May 2006
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stochastic volatility
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limit theorem
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power variation
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semimartingale
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jump process
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fractional Brownian motion
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