Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049): Difference between revisions

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Latest revision as of 22:06, 5 July 2024

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Algorithmic estimation of risk factors in financial markets with stochastic drift
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    Algorithmic estimation of risk factors in financial markets with stochastic drift (English)
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    15 November 2012
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    algorithmic estimation
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    stochastic drift
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    method of moments
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    interest rates
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    commodity prices
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