A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process

Farzad Alavi Fard, Armin Pourkhanali, Malick Sy
  • Algorithmic Finance, June 2018, IOS Press
  • DOI: 10.3233/af-180200

The authors haven't yet claimed this publication.

Read Publication

http://dx.doi.org/10.3233/af-180200

In partnership with: