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  A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process
 
 
Title: A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process
Author: Fard, Farzad Alavi
Pourkhanali, Armin
Sy, Malick
Appeared in: Algorithmic finance
Paging: Volume 7 (2018) nr. 1-2 pages 15-30
Year: 2018-06-21
Contents:
Publisher: IOS Press, Amsterdam
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 3 of 5 found articles
 
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