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Volumn 33, Issue 4, 2006, Pages 875-893

Penalized projection estimator for volatility density

Author keywords

Adaptive estimation; Density deconvolution; Diffusion processes; Penalized projection estimator; Stochastic volatility

Indexed keywords


EID: 33751021665     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2006.00519.x     Document Type: Article
Times cited : (13)

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