Analysis of Markov Chain Approximation for Diffusion Models with Non-Smooth Coefficients
Year of publication: |
2019
|
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Authors: | Zhang, Gongqiu |
Other Persons: | Li, Lingfei (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Innovationsdiffusion | Innovation diffusion |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 14, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3387751 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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