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nonstationary continuous-time processes

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Browse all works related to nonstationary continuous-time processes.

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nonstationary continuous-time processes

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Tools and techniques

Tools and techniques

by Hansen, Lars Peter, Aït-Sahalia, Yacine

fromHandbooks in finance

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continuous-time models (1) high-frequency data (1) nonparametric volatility (1) nonstationary continuous-time… (1) option pricing (1) parametric volatility (1) portfolio choice (1) risk-return trade-off (1) term structure models (1)

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Aït-Sahalia, Yacine (1) Hansen, Lars Peter (1)

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Elsevier (1) North-Holland (1)

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2010 (1)

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