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    Nonparametric estimation for a stochastic volatility model
    13 years 10 months ago
    Nonparametric estimation for a stochastic volatility model
    Download  www.math-info.univ-paris5.fr
    Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
    F. Comte, V. Genon-Catalot, Yves Rozenholc
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