Fourier-Malliavin volatility estimation: theory and practice
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| Main Authors: | , , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham
Springer
[2017]
|
| Series: | SpringerBriefs in quantitative finance
|
| Subjects: | |
| Online Access: | BTU01 FHR01 FRO01 FWS01 FWS02 HTW01 TUM01 UBM01 UBT01 UBW01 UEI01 UPA01 Volltext |
| Physical Description: | 1 Online-Ressource (X, 138 Seiten, 25 illus. in color) |
| ISBN: | 9783319509693 |
| ISSN: | 2192-7006 |
| DOI: | 10.1007/978-3-319-50969-3 |
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| id | DE-604.BV044257400 |
| illustrated | Not Illustrated |
| indexdate | 2025-02-20T06:54:10Z |
| institution | BVB |
| isbn | 9783319509693 |
| issn | 2192-7006 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029662407 |
| oclc_num | 992510418 |
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| physical | 1 Online-Ressource (X, 138 Seiten, 25 illus. in color) |
| psigel | ZDB-2-SMA ZDB-2-SMA_2017 |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Springer |
| record_format | marc |
| series2 | SpringerBriefs in quantitative finance |
| spellingShingle | Mancino, Maria Elvira Recchioni, Maria Cristina Sanfelici, Simona Fourier-Malliavin volatility estimation theory and practice Mathematics Data mining Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Data Mining and Knowledge Discovery Mathematik |
| title | Fourier-Malliavin volatility estimation theory and practice |
| title_auth | Fourier-Malliavin volatility estimation theory and practice |
| title_exact_search | Fourier-Malliavin volatility estimation theory and practice |
| title_full | Fourier-Malliavin volatility estimation theory and practice Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| title_fullStr | Fourier-Malliavin volatility estimation theory and practice Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| title_full_unstemmed | Fourier-Malliavin volatility estimation theory and practice Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| title_short | Fourier-Malliavin volatility estimation |
| title_sort | fourier malliavin volatility estimation theory and practice |
| title_sub | theory and practice |
| topic | Mathematics Data mining Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Data Mining and Knowledge Discovery Mathematik |
| topic_facet | Mathematics Data mining Game theory Economics, Mathematical Quantitative Finance Game Theory, Economics, Social and Behav. Sciences Data Mining and Knowledge Discovery Mathematik |
| url | https://doi.org/10.1007/978-3-319-50969-3 |
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