Estimation of partial differential equations with applications in finance
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Cites work
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- Estimation of partial differential equations with applications in finance
- Fully Nonparametric Estimation of Scalar Diffusion Models
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- The pricing of options and corporate liabilities
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Cited in
(11)- Mesh free alternate directional implicit method based three dimensional super-diffusive model for benign brain tumor segmentation
- A priori error estimates for reduced order models in finance
- Estimation of partial differential equations with applications in finance
- scientific article; zbMATH DE number 7024036 (Why is no real title available?)
- Estimation of semiparametric locally stationary diffusion models
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
- Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
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- Uniform and L_p convergences for nonparametric continuous time regressions with semiparametric applications
- Dimension-wise integration of high-dimensional functions with applications to finance
- Semi-nonparametric estimation and misspecification testing of diffusion models
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