Pages that link to "Item:Q434882"
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The following pages link to Estimating the diffusion coefficient function for a diversified world stock index (Q434882):
Displayed 9 items.
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Inference on an heteroscedastic Gompertz tumor growth model (Q2207142) (← links)
- Intensity-based premium evaluation for unemployment insurance products (Q2446012) (← links)
- A mathematical analysis of the Gumbel test for jumps in stochastic volatility models (Q2821907) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)