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Fourier-Malliavin Volatility Estimation

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Attention for Chapter 4: Estimation of Instantaneous Volatility
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Chapter title
Estimation of Instantaneous Volatility
Chapter number 4
Book title
Fourier-Malliavin Volatility Estimation
Published by
Springer, Cham, January 2017
DOI 10.1007/978-3-319-50969-3_4
Book ISBNs
978-3-31-950967-9, 978-3-31-950969-3
Authors

Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici