Estimation of continuous-time stochastic volatility model using model-free realized and implied volatilities

Research output: Contribution to conferencePoster

Original languageEnglish
StatePublished - Sep 2010
EventCMU Economics Department Seminar Series -
Duration: Sep 1 2010Sep 30 2010

Seminar

SeminarCMU Economics Department Seminar Series
Period09/1/1009/30/10

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