Identification in financial models with time-dependent volatility and stochastic drift components
Romy Krämer
| Year of publication: |
2007
|
|---|---|
| Authors: | Krämer, Romy |
| Publisher: |
Chemnitz : Techn. Univ |
| Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Inkorrekt gestelltes Problem | Inverses Problem | Maximum-Likelihood-Schätzung | Nemytskij-Operator | Ornstein-Uhlenbeck-Prozess |
freely available
| Extent: | Online-Ressource (1.55 MB) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Chemnitz, Techn. Univ., Diss., 2007 |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003494294