Small diffusion asymptotics for discretely sampled stochastic differential equations
Michael Sørensen and Masayuki Uchida
| Year of publication: |
Mar. 2002 ; [Elektronische Resource]
|
|---|---|
| Other Persons: | Sørensen, Michael (contributor) ; Uchida, Masayuki (contributor) |
| Institutions: | Centre for Analytical Finance <Århus> (contributor) |
| Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Stichprobenerhebung | Sampling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | Online-Ressource, 26 p., text |
|---|---|
| Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 103 |
| 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/10001660122