Bootstrapping Laplace Transforms of Volatility : Supplementary Appendix
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Hounyo, Ulrich ; Liu, Zhi ; Varneskov, Rasmus Tangsgaard |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
| Description of contents: |
Online appendix for "Bootstrapping Laplace Transforms of Volatility"
|
freely available
| Extent: | 1 Online-Ressource (38 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 11, 2023 erstellt |
| Other identifiers: | 10.2139/ssrn.4414552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014355268