Publication:3160505
From MaRDI portal
zbMath1056.62112MaRDI QIDQ3160505
Zongwu Zhu, John J. Westman, Floyd B. Hanson
Publication date: 9 February 2005
jump-diffusions; computational finance; multinomial maximum likelihood estimation; market parameters
62P05: Applications of statistics to actuarial sciences and financial mathematics
62M05: Markov processes: estimation; hidden Markov models
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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