On approximation of transition densities in calibration of 1-dimensional stochastic models of asset prices (Q2140956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximation of transition densities in calibration of 1-dimensional stochastic models of asset prices |
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On approximation of transition densities in calibration of 1-dimensional stochastic models of asset prices (English)
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23 May 2022
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model calibration
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MLE
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transition densities
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heat kernels
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range-based estimators
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algorithmic trading
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