Suomeksi
FI
Department of Mathematics and Systems Analysis
Aalto.fi / School of Science / Department of Mathematics and Systems Analysis / Current / Publications / Report series A

Current

Research reports by Ruth Kaila

Here are the reports authored by Ruth Kaila. See the reports of all authors.

Helsinki University of Technology Institute of Mathematics Research Reports A

A545
Ruth Kaila
The integrated volatility implied by option prices, a Bayesian approach   [pdf][ps] * erratum (2008-05-20) [pdf][ps]
Received 2008-04-22 * implied integrated volatility, stochastic volatility, quadratic variation, Bayesian inference, MCMC sampling, hypermodel * AMS 91B * 102 pages
Print

Page content by: webmaster-math [at] list [dot] aalto [dot] fi

Aalto.fi / School of Science / Department of Mathematics and Systems Analysis / Current / Publications / Report series A

About

Personnel

Service personnel

Alphabetical

Aalto University is a new multidisciplinary university, where science and art meet technology and business.

Postal address: PL 11000, 00076 AALTO

Switchboard: (09) 47001

All contacts: people.aalto.fi

Campus maps, usefulaaltomap