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...
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| Format: | Book |
| Language: | English |
| Published: |
Cham, Switzerland :
Springer,
2017
New York, NY : Springer Science+Business Media, LLC, [2017] |
| Series: | SpringerBriefs in quantitative finance
SpringerBriefs in quantitative finance |
| Subjects: |
Internet
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