scientific article; zbMATH DE number 6760929
zbMath1379.35329MaRDI QIDQ4977276
Antonio Sánchez Sánchez, José Vicente Romero, Rafael-Jacinto Villanueva, Juan-Carlos Cortés
Publication date: 16 August 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictionmaximum likelihood method1-month Euriboritô-type stochastic differential equationmodelling interest rates
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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