Pages that link to "Item:Q2463649"
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The following pages link to Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649):
Displaying 7 items.
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Generalized Gauss-Hermite filtering (Q2006840) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Fast continuous-discrete DAF-filters (Q2930879) (← links)
- Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
- Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation (Q5060410) (← links)
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (Q5474965) (← links)
