MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (Q4372031): Difference between revisions
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
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Latest revision as of 10:15, 28 May 2024
scientific article; zbMATH DE number 1106715
Language | Label | Description | Also known as |
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English | MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT |
scientific article; zbMATH DE number 1106715 |
Statements
MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (English)
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1994
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maximum likelihood
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derivative contract
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transformed data
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term structure
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deposit insurance
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