A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506): Difference between revisions
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Revision as of 01:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation |
scientific article |
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A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (English)
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9 February 2010
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damped diffusion
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asset price bubbles
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martingale pricing
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maximum likelihood estimation
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