Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924)
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scientific article; zbMATH DE number 5762170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-time estimation scheme for the spot cross volatility of jump diffusion processes |
scientific article; zbMATH DE number 5762170 |
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Real-time estimation scheme for the spot cross volatility of jump diffusion processes (English)
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28 July 2010
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spot cross volatility
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diffusion process
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jump process
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threshold estimator
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quadratic variation scheme
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