
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.
- Undertitel
- Theory and Practice
- Upplaga
- 1st ed. 2017
- ISBN
- 9783319509679
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2017-03-08
- Sidor
- 138