Estimation of semiparametric locally stationary diffusion models (Q528037)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of semiparametric locally stationary diffusion models |
scientific article; zbMATH DE number 6714754
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of semiparametric locally stationary diffusion models |
scientific article; zbMATH DE number 6714754 |
Statements
Estimation of semiparametric locally stationary diffusion models (English)
0 references
12 May 2017
0 references
diffusion processes
0 references
local stationarity
0 references
term structure dynamics
0 references
density matching
0 references
derivative pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.877752423286438
0 references
0.8242515325546265
0 references
0.8196133971214294
0 references
0.8049880266189575
0 references
0.7961202263832092
0 references
