Volatility Estmators for Discretely Sampled Lévy Processses

• 19 April 2006
• preprint
• Published by arXiv in arXiv
• https://doi.org/10.48550/arXiv.math/0505184

Abstract

Keywords

• VOLATILITY PARAMETER
• VOLATILITY ESTMATORS
• RATE EFFICIENT
• VY PROCESSSES
• SAMPLED L
• VY JUMPS

All Related Versions

• Version 1, 2005-05-10, ArXiv
• Version 2, 2006-04-19, ArXiv