Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithmic estimation of risk factors in financial markets with stochastic drift |
scientific article |
Statements
Algorithmic estimation of risk factors in financial markets with stochastic drift (English)
0 references
15 November 2012
0 references
algorithmic estimation
0 references
stochastic drift
0 references
method of moments
0 references
interest rates
0 references
commodity prices
0 references
0 references
