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The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	González, L. J. Espinosa, Aguilar, Erick Treviño
Formato:	Preprint
Publicado:	2026
Materias:	Computational Finance Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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