Uncertainty of Volatility Estimates from Heston Greeks.

Oliver Pfante Nils Bertschinger

Published in: Frontiers Appl. Math. Stat. (2017)

Keyphrases

confidence intervals
uncertain data
estimation error
simultaneously estimating
inherent uncertainty
measurement error
data sets
stock market
expert systems
stock price
robust optimization
long term
decision trees
decision theory
possibility theory
real world
joint estimation
stock index futures
database