On approximation of BSDE and multi-step MLE-processes (Q2296084)
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scientific article; zbMATH DE number 7168348
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| English | On approximation of BSDE and multi-step MLE-processes |
scientific article; zbMATH DE number 7168348 |
Statements
On approximation of BSDE and multi-step MLE-processes (English)
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17 February 2020
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backward stochastic differential equation
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parameter estimation
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multi-step MLE-process
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small noise
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Black and Scholes model
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0.9089468121528624
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0.8949751257896423
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0.8707320094108582
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0.8041501641273499
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