
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
