By Maria Elvira Mancino,Maria Cristina Recchioni,Simona Sanfelici
This quantity is a trouble-free presentation of the most theoretical homes of the Fourier-Malliavin volatility estimation, permitting the readers to event the opportunity of the process and its program in a number of monetary settings. Readers are given examples and tools to enforce this technique in a number of monetary settings and functions of real-life data. an in depth bibliographic reference is integrated to allow an in-depth study.
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Extra info for Fourier-Malliavin Volatility Estimation: Theory and Practice (SpringerBriefs in Quantitative Finance)
Fourier-Malliavin Volatility Estimation: Theory and Practice (SpringerBriefs in Quantitative Finance) by Maria Elvira Mancino,Maria Cristina Recchioni,Simona Sanfelici