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 author haven't yet claimed this publicationThe author haven't yet claimed this publication

In partnership with: