/
PowerandbipowervariationwithstochasticvolatilityandjumpsOleE.Barndorff PowerandbipowervariationwithstochasticvolatilityandjumpsOleE.Barndorff

PowerandbipowervariationwithstochasticvolatilityandjumpsOleE.Barndorff - PDF document

myesha-ticknor
myesha-ticknor . @myesha-ticknor
Follow
378 views
Uploaded On 2017-01-24

PowerandbipowervariationwithstochasticvolatilityandjumpsOleE.Barndorff - PPT Presentation

HenceintheorywecannowdecomposequadraticvariationintothecontributionfromthecontinuouscomponentoflogpricesandtheimpactofjumpsGiventhatquadraticvariationplaysacrucialroleinthetheoryofmeasuringtherisk ID: 513466

Hence intheory wecannowdecomposequadraticvariationintothecontributionfromthecontinuouscomponentoflog-pricesandtheimpactofjumps.Giventhatquadraticvariationplaysacrucialroleinthetheoryofmeasuringtherisk

Share:

Link:

Embed:


Presentation Transcript

Related Contents


Next Show more