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"Nonparametric Range-Based Double Smoothing Spot Volatility Estimation for ..."

Jingwei Cai (2020)

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DOI: 10.1155/2020/5048925

access: open

type: Journal Article

metadata version: 2021-12-25

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  dblp key:
  - journals/complexity/Cai20
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  - https://dblp.org/rec/journals/complexity/Cai20
Jingwei Cai:
Nonparametric Range-Based Double Smoothing Spot Volatility Estimation for Diffusion Models. Complex. 2020: 5048925:1-5048925:7 (2020)

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