Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models (Q6421408)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models |
preprint article from arXiv |
Statements
22 December 2022
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econ.EM
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math.ST
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q-fin.RM
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stat.TH
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Timo Dimitriadis
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Roxana Halbleib
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Jeannine Polivka
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Jasper Rennspies
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Sina Streicher
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Axel Friedrich Wolter
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