Tallenna
Fourier-Malliavin Volatility Estimation
Kirjailija:
nidottu, 2017
englanti
This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.
- Alaotsikko
- Theory and Practice
- Painos
- 1st ed. 2017
- ISBN
- 9783319509679
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 8.3.2017
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 138
