Pages that link to "Item:Q846506"
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The following pages link to A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506):
Displaying 6 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- The delta expansion for the transition density of diffusion models (Q2512632) (← links)
- CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES (Q2874732) (← links)
- A Damped Telegraph Random Process with Logistic Stationary Distribution (Q3550990) (← links)
