A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506)

From MaRDI portal
Revision as of 10:29, 2 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
scientific article

    Statements

    A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (English)
    0 references
    0 references
    9 February 2010
    0 references
    damped diffusion
    0 references
    asset price bubbles
    0 references
    martingale pricing
    0 references
    maximum likelihood estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references