A hyperbolic diffusion model for stock prices (Q1367943)
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scientific article; zbMATH DE number 1070551
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A hyperbolic diffusion model for stock prices |
scientific article; zbMATH DE number 1070551 |
Statements
A hyperbolic diffusion model for stock prices (English)
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5 October 1997
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martingale estimating function
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option pricing
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quasi-likelihood
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simulation
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stochastic differential equation
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volatility
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0.8105999231338501
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0.7983335852622986
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0.7750903367996216
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0.7717075943946838
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