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Core 1 Estimation 1 Estimation theory 1 Monte Carlo simulation 1 Monte Carlo simulations 1 Monte-Carlo-Simulation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Option pricing theory 1 Optionspreistheorie 1 Schätztheorie 1 Schätzung 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 convolution structure 1 kernel density estimation 1 kernel regression 1 kernel smoothing 1 non-parametric estimation 1 stochastic volatility 1
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Ouamaliche, Soufiane 1 Sayah, Awatef 1
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International journal of computational economics and econometrics : IJCEE 1
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A non-parametric estimator for stochastic volatility density
Ouamaliche, Soufiane; Sayah, Awatef - In: International journal of computational economics and … 11 (2021) 4, pp. 349-367
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