MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (Q4372031): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.1994.tb00055.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1987099129 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Two singular diffusion problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Maximization by Quadratic Hill-Climbing / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pricing Interest-Rate-Derivative Securities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank |
Latest revision as of 09:15, 28 May 2024
scientific article; zbMATH DE number 1106715
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
1994
0 references
maximum likelihood
0 references
derivative contract
0 references
transformed data
0 references
term structure
0 references
deposit insurance
0 references