Statistical inference for rough volatility: minimax theory (Q6621523)
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scientific article; zbMATH DE number 7928777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for rough volatility: minimax theory |
scientific article; zbMATH DE number 7928777 |
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Statistical inference for rough volatility: minimax theory (English)
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18 October 2024
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rough volatility
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fractional Brownian motion
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wavelets
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minimax optimality
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pre-averaging
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