Processes with volatility‐induced stationarity: an application for interest rates (Q5438539): Difference between revisions
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Revision as of 22:13, 5 March 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 |
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Processes with volatility‐induced stationarity: an application for interest rates (English)
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24 January 2008
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stochastic differential equations
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diffusion processes
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parametric estimation
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non-parametric estimation
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