Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona, Uboldi, AdamoVolume:
18
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2012-0075
Date:
January, 2014
File:
PDF, 4.55 MB
english, 2014