The following pages link to (Q4038332):
Displaying 30 items.
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Coefficients of asymptotic expansions of SDE with jumps (Q607565) (← links)
- Information geometry of small diffusions (Q623479) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- Least squares estimation for distribution-dependent stochastic differential delay equations (Q2128886) (← links)
- Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137) (← links)
- Weak approximation of averaged diffusion processes (Q2434489) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
