Volatility estimation for stochastic PDEs using high-frequency observations
Work
Year: 2019
Type: article
Authors Markus Bibinger, Mathias Trabs
Institutions Philipps University of Marburg, Universität Hamburg
Cites: 37
Cited by: 36
Related to: 10
FWCI: 4.963
Citation percentile (by year/subfield): 93.42
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze