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Nonparametric estimation for a stochastic volatility model
Comte, F.; Genon-Catalot, V.; Rozenholc, Y. - In: Finance and stochastics 14 (2009) 1, pp. 49-81
Persistent link: https://www.econbiz.de/10008445240
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Estimation of a linear Gaussian model
Danesi, Vladimir; Genon-Catalot, Valentine; Laurent, … - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 41-69
Persistent link: https://www.econbiz.de/10009918832
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Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes
Comte, Fabienne; Genon-Catalot, Valentine - In: Statistica Neerlandica : journal of the Netherlands … 64 (2010) 3, pp. 290-314
Persistent link: https://www.econbiz.de/10008436731