Author:
Maciak Matúš,Pešta Michal,Vitali Sebastiano
Publisher
Springer International Publishing
Reference19 articles.
1. Benko, M., Fengler, M., Härdle, W., Kopa, M.: On extracting information implied in options. Comput. Statistics 4(22), 543–553 (2007)
2. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637–654 (1973)
3. Britten-Jones, M., Neuberger, A.: Option prices, implied price process and stochastic volatility. J. Finance 55(2), 839–866 (2000)
4. Ciuperca, G., Maciak, M.: Change-point Detection by the Quantile LASSO Method. J. Statistical Theory Practice 14(11) (2020). https://doi.org/10.1007/s42519-019-0078-z
5. Ciuperca, G., Maciak, M.: Change-point detection in a linear model by adaptive fused quantile method. Scand. J. Statistics (2019). https://doi.org/10.1111/sjos.12412
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献