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"Recovering the Time-Dependent Volatility in Jump-Diffusion Models from ..."

Slavi G. Georgiev, Lubin G. Vulkov (2021)

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DOI: 10.1007/978-3-030-97549-4_58

access: closed

type: Conference or Workshop Paper

metadata version: 2022-04-01

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Slavi G. Georgiev, Lubin G. Vulkov:
Recovering the Time-Dependent Volatility in Jump-Diffusion Models from Nonlocal Price Observations. LSSC 2021: 507-514

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