The following pages link to (Q4038332):
Displaying 14 items.
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Coefficients of asymptotic expansions of SDE with jumps (Q607565) (← links)
- Information geometry of small diffusions (Q623479) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
