A hyperbolic diffusion model for stock prices (Q1367943)
From MaRDI portal
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)
0 references
5 October 1997
0 references
martingale estimating function
0 references
option pricing
0 references
quasi-likelihood
0 references
simulation
0 references
stochastic differential equation
0 references
volatility
0 references
