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2 produkter
Fourier-Malliavin Volatility Estimation
Theory and Practice
Av Maria Elvira Mancino, Maria Cristina Recchioni m. fl.
Häftad, 2017
659 kr
Lägg i varukorg
This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings. Readers are given examples and instruments to implement …
Fourier-Malliavin Volatility Estimation
Theory and Practice
Av Simona Sanfelici, Maria Cristina Recchioni m. fl.
E-bok, 2017
897 kr
Lägg i varukorg
This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings. Readers are given examples and instruments to implement …
