Parameter estimation for a subcritical affine two factor model (Q2454021): Difference between revisions

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-Zhenghu Li
@@ Property / author: Zhenghu Li / rank @@
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-Gyula Pap
@@ Property / author: Gyula Pap / rank @@
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@@ Property / author @@
+Zhenghu Li
@@ Property / author: Zhenghu Li / rank @@
+Normal rank
@@ Property / author @@
+Gyula Pap
@@ Property / author: Gyula Pap / rank @@
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+On parameter estimation for critical affine processes
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Publication:2454021