A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models
Christian Bayer, Denis Belomestny, Oleg Butkovsky, John Schoenmakers
| Year of publication: |
2024
|
|---|---|
| Authors: | Bayer, Christian ; Belomestny, Denis ; Butkovsky, Oleg ; Schoenmakers, John |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 4, p. 1147-1178
|
| Subject: | Reproducing kernel Hilbert space | Singular McKean-Vlasov equations | Stochastic volatility models | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kleinste-Quadrate-Methode | Least squares method |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-024-00541-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015130558