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Search: subject:"Diffusion processes"
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Estimation theory
diffusion processes
62
Diffusion processes
44
Stochastischer Prozess
34
Stochastic process
33
Diffusion Processes
31
Technological Change: Choices and Consequences
21
Option pricing theory
18
Optionspreistheorie
18
Theorie
18
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Lévy Processes
16
Risk Sensitive Control
16
Stochastic Control
16
Viscosity Solutions
16
Innovationsdiffusion
15
Jump-diffusion processes
15
Volatility
15
Volatilität
15
Innovation diffusion
14
Theory
14
jump-diffusion processes
14
stochastic volatility
10
equation
9
Economic models
8
Jump diffusion processes
8
correlation
8
equations
8
time series
8
Management of Technological Innovation and R&D
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Schätztheorie
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Stochastic volatility
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probability
7
statistics
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English
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Iacus, Stefano Maria
2
Koulis, Theodoro
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Amaya, Diego
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Boudreault, Mathieu
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Chen, Qiang
1
De Gregorio, Alessandro
1
Hu, Meidi
1
McLeish, Don L.
1
Paseka, Alexander
1
Song, Xiaojun
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Thavaneswaran, Aera
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Journal of mathematical finance
2
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
2
Econometric reviews
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
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A nonparametric specification test for the volatility functions of
diffusion
processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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2
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
3
On Lasso-type estimation for dynamical systems with small noise
Iacus, Stefano Maria
-
2010
Persistent link: https://www.econbiz.de/10011752306
Saved in:
4
Pseudo phi-divergence test statistics and multidimensional Ito processes
De Gregorio, Alessandro
;
Iacus, Stefano Maria
-
2009
Persistent link: https://www.econbiz.de/10011751962
Saved in:
5
Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro
;
Paseka, Alexander
;
Thavaneswaran, …
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 357-365
Persistent link: https://www.econbiz.de/10010239543
Saved in:
6
Inference for interest rate models using Milstein’s approximation
Koulis, Theodoro
;
Thavaneswaran, Aera
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 110-118
Persistent link: https://www.econbiz.de/10010240817
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