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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.

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