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

Research output: Contribution to conference › Poster

Original language	English
State	Published - Jun 18 2011
Event	Chinese Economist Society Annual Meeting - Beijing, China Duration: Jun 18 2011 → Jun 18 2011

Conference	Chinese Economist Society Annual Meeting
Period	06/18/11 → 06/18/11

Cite this

@conference{ca94829bb59e482fa11ef5e16333e4ca,

title = "Estimation of continuous-time stochastic volatility model using model-free realized and implied volatilities",

author = "Xiao, {Lin Lan}",

year = "2011",

month = jun,

day = "18",

language = "English",

note = "Chinese Economist Society Annual Meeting ; Conference date: 18-06-2011 Through 18-06-2011",

}