Nonparametric Bayesian volatility learning under microstructure noise

Shota Gugushvili, Frank van der Meulen*, Moritz Schauer, Peter Spreij

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

Fingerprint

Dive into the research topics of 'Nonparametric Bayesian volatility learning under microstructure noise'. Together they form a unique fingerprint.

INIS

Mathematics