scientific article; zbMATH DE number 2042815
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Publication:4450670
zbMath1034.62105MaRDI QIDQ4450670
Linda H. Zhao, Yazhen Wang, Lawrence D. Brown
Publication date: 15 February 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
frequencystochastic differential equationstochastic volatilityconditional variancedeficiency distancefinancial modelingBlack and Scholes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Theory of statistical experiments (62B15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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