A spectral estimation of tempered stable stochastic volatility models and option pricing.

Junye Li Carlo Favero Fulvio Ortu

Published in: Comput. Stat. Data Anal. (2012)

Keyphrases

option pricing
stock price
spectral estimation
probabilistic model
machine learning
graphical models
image processing
wavelet transform
non stationary
topic models
stochastic process
minimum variance