On approximation of BSDE and multi-step MLE-processes (Q2296084)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximation of BSDE and multi-step MLE-processes |
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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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