Armin Pourkhanali

Orcid: 0000-0002-4784-7765

According to our database¹, Armin Pourkhanali authored at least 1 paper in 2018.

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2018

A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process.

[DOI]

Algorithmic Finance, 2018