Bootstrapping Laplace transforms of volatility (Q6088832)
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scientific article; zbMATH DE number 7766866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping Laplace transforms of volatility |
scientific article; zbMATH DE number 7766866 |
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Bootstrapping Laplace transforms of volatility (English)
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16 November 2023
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bootstrap
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Edgeworth expansions
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high-frequency data
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higher-order refinements
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Itô semimartingales
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realized Laplace transform
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spot measure inference
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