Processes with volatility‐induced stationarity: an application for interest rates (Q5438539): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:31, 9 February 2024
scientific article; zbMATH DE number 5229700
Language | Label | Description | Also known as |
---|---|---|---|
English | Processes with volatility‐induced stationarity: an application for interest rates |
scientific article; zbMATH DE number 5229700 |
Statements
Processes with volatility‐induced stationarity: an application for interest rates (English)
0 references
24 January 2008
0 references
stochastic differential equations
0 references
diffusion processes
0 references
parametric estimation
0 references
non-parametric estimation
0 references