Estimation and Prediction of a Non-Constant Volatility
| Year of publication: |
2007
|
|---|---|
| Authors: | Abramov, Vyacheslav ; Klebaner, Fima |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 14.2007, 1, p. 1-23
|
| Publisher: |
Springer |
| Subject: | Non-constant volatility | Approximating and forecasting volatility | Black–Scholes formula | Best linear predictor |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727115