Fourier-Malliavin Volatility Estimation Theory and Practice /
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 t...
| Main Authors: | Mancino, Maria Elvira (Author), Recchioni, Maria Cristina (Author), Sanfelici, Simona (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
|
| Series: | SpringerBriefs in Quantitative Finance,
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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