Nonparametric estimation for a stochastic volatility model
| Year of publication: |
2010
|
|---|---|
| Authors: | Comte, F. ; Genon-Catalot, V. ; Rozenholc, Y. |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 1, p. 49-80
|
| Publisher: |
Springer |
| Subject: | Diffusion coefficient | Drift | Mean square estimator | Model selection | Nonparametric estimation | Penalized contrast | Stochastic volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008491565