"A non-parametric inference for implied volatility governed by a ..."

Farzad Alavi Fard, Armin Pourkhanali, Malick Sy (2018)

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DOI: 10.3233/AF-180200

access: closed

type: Journal Article

metadata version: 2022-10-02

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Farzad Alavi Fard, Armin Pourkhanali, Malick Sy:
A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process. Algorithmic Finance 7(1-2): 15-30 (2018)

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