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  • Search: subject:"Implied volatility estimators"
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Estimation 1 Estimation theory 1 Implied volatility estimators 1 Nadaraya-Watson estimator 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Option pricing 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Schätztheorie 1 Schätzung 1 Smoothing 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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D'Addona, Stefano 1 Marinelli, Carlo 1
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Journal of empirical finance 1
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Nonparametric estimates of pricing functionals
Marinelli, Carlo; D'Addona, Stefano - In: Journal of empirical finance 44 (2017), pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
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