Estimation for stochastic differential equations with a small diffusion coefficient
Arnaud Gloter and Michael Sørensen
| Year of publication: |
Oct. 2005
|
|---|---|
| Other Persons: | Gloter, Arnaud (contributor) ; Sørensen, Michael (contributor) |
| Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
| Subject: | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource, 27 p., text |
|---|---|
| Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 213 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | nBibliography Sytemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003221210