A nonparametric approach to the noise density in stochastic volatility models
Simone Alfarano, Friedrich Wagner and Mishael Milaković
| Year of publication: |
2008
|
|---|---|
| Authors: | Alfarano, Simone ; Wagner, Friedrich ; Milaković, Mishael |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 4/6, p. 311-314
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| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory | Noise Trading | Noise trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003807697