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Fourier-Malliavin Volatility Estimation
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Fourier-Malliavin Volatility Estimation

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.

Undertittel
Theory and Practice
Opplag
1st ed. 2017
ISBN
9783319509679
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
8.3.2017
Antall sider
138