Pathwise estimation and inference for diffusion market models

Pathwise estimation and inference for diffusion market models

by Dokuchaev, Nikolai

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Title Statements

  • Full title :Pathwise estimation and inference for diffusion market models / Nikolai Dokuchaev, Lin Yee Hin.

Edition Statements

  • Publication Date:2019.

Publication Statements

The Physical Object

  • Description:1 online resource (224 pages : : illustrations.)

Edition Identifiers

  • ISBN:9780429488429 (electronic bk), 0429488424 (electronic bk)
  • oclc:on1101197850
  • LC Classification:QA276.8
  • Dewey Decimal:519.544

Subjects

Capital market -- Mathematical models Estimation theory Marché financier -- Modèles mathématiqu… Théorie de l'estimation

Writers

Dokuchaev, Nikolai Hin, Lin Yee

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