Publication:4450670
From MaRDI portal
zbMath1034.62105MaRDI QIDQ4450670
Yazhen Wang, Lawrence D. Brown, Linda H. Zhao
Publication date: 15 February 2004
frequency; stochastic differential equation; stochastic volatility; conditional variance; deficiency distance; financial modeling; Black and Scholes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62B15: Theory of statistical experiments
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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