Stock prices as branching processes in random environments: estimation
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Publication:4488754
DOI10.1080/03610919908813587zbMath0968.62548MaRDI QIDQ4488754
Publication date: 9 July 2000
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919908813587
62P05: Applications of statistics to actuarial sciences and financial mathematics
62M05: Markov processes: estimation; hidden Markov models
60J85: Applications of branching processes
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