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subject:"Volatility"
~person:"Kim, Jerim"
~person:"Shintani, Mototsugu"
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Volatility
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2
Fourier transform
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Kim, Jerim
Shintani, Mototsugu
Mancino, Maria Elvira
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Benth, Fred Espen
2
Fusai, Gianluca
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Journal of economic dynamics & control
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Inference of jumps using wavelet variance
Chen, Heng
;
Shintani, Mototsugu
-
2021
Persistent link: https://www.econbiz.de/10012813628
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2
Valuation of power options under Heston’s stochastic volatility model
Kim, Jerim
;
Kim, Bara
;
Moon, Kyoung-sook
;
Wee, In-suk
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1796-1813
Persistent link: https://www.econbiz.de/10009701929
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