A hyperbolic diffusion model for stock prices (Q1367943)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hyperbolic diffusion model for stock prices |
scientific article |
Statements
A hyperbolic diffusion model for stock prices (English)
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5 October 1997
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martingale estimating function
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option pricing
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quasi-likelihood
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simulation
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stochastic differential equation
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volatility
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