Optimal trend estimation in geometric asset price models (Q3408699)
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scientific article; zbMATH DE number 5072371
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| English | Optimal trend estimation in geometric asset price models |
scientific article; zbMATH DE number 5072371 |
Statements
15 November 2006
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geometric asset price model
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trend estimation
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Wiener process
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Ornstein-Uhlenbeck process
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reproducing kernel Hilbert space
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exogeneous shocks
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compound Poisson process
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0.7287943959236145
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0.6788511276245117
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0.6752726435661316
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