scientific article

zbMath1297.62045arXiv0807.3492MaRDI QIDQ2921626

Isaac Meilijson

Publication date: 13 October 2014

Full work available at URL: https://arxiv.org/abs/0807.3492

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

estimationBrownian motionvolatilityGarman-Klass

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

Related Items (1)

The value of the high, low and close in the estimation of Brownian motion

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