Estimation and Prediction of a Non-Constant Volatility
Vyacheslav Abramov and
Fima Klebaner ()
Asia-Pacific Financial Markets, 2007, vol. 14, issue 1, 23 pages
Keywords: Non-constant volatility; Approximating and forecasting volatility; Black–Scholes formula; Best linear predictor (search for similar items in EconPapers)
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