Estimation of semiparametric locally stationary diffusion models (Q528037)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of semiparametric locally stationary diffusion models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of semiparametric locally stationary diffusion models |
scientific article |
Statements
Estimation of semiparametric locally stationary diffusion models (English)
0 references
12 May 2017
0 references
diffusion processes
0 references
local stationarity
0 references
term structure dynamics
0 references
density matching
0 references
derivative pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
