LIBROS DEL AUTOR: simona sanfelici

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  • Fourier-Malliavin Volatility Estimation
    Maria Cristina Recchioni / Maria Elvira Mancino / Simona Sanfelici
    This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.  Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life dat...
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    80,45 €