Estimation of semiparametric locally stationary diffusion models (Q528037): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:26, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of semiparametric locally stationary diffusion models |
scientific article |
Statements
Estimation of semiparametric locally stationary diffusion models (English)
0 references
12 May 2017
0 references
diffusion processes
0 references
local stationarity
0 references
term structure dynamics
0 references
density matching
0 references
derivative pricing
0 references
