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~subject:"Transition Density"
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Transition Density
Transition density
14
Option pricing theory
6
Optionspreistheorie
6
Statistische Verteilung
6
transition density
6
Statistical distribution
5
Stochastischer Prozess
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Option Pricing
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Optionsgeschäft
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Analytic transition density
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Asian Options
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Cerrato, Mario
2
Lo, Chia Chun
2
Skindilias, Konstantinos
2
Tuncer, Ruhi
1
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Department of Economics, Adam Smith Business School
1
Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM), Galatasaray Üniversitesi
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Scottish Institute for Research in Economics (SIRE)
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Estimating Stochastic Differential Equations Using Repeated Eigenfunction Estimation and Neural Networks
Tuncer, Ruhi
-
Galatasaray Üniversitesi İktisadi Araştırmalar …
-
2012
using repeated eigenfunction estimation. The
transition
density
will be estimated in a new way involving Kolmogorov …
Persistent link: https://www.econbiz.de/10010840310
Saved in:
2
Adaptive continuous time Markov chain approximation model to general jump-diffusions
Cerrato, Mario
;
Lo, Chia Chun
;
Skindilias, Konstantinos
-
Department of Economics, Adam Smith Business School
-
2011
methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain
transition
density
converges to the one given by the …
Persistent link: https://www.econbiz.de/10009398859
Saved in:
3
Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions
Cerrato, Mario
;
Lo, Chia Chun
;
Skindilias, Konstantinos
-
Scottish Institute for Research in Economics (SIRE)
-
2011
methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain
transition
density
converges to the one given by the …
Persistent link: https://www.econbiz.de/10010550811
Saved in:
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