Parameter estimation in stochastic differential equations
Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic differential equations turn out to be an advantageous representation of such noisy, real-world problems, and together with their identification, they play an important role in the sectors of finance, but a...
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| 主要な著者: | , , , |
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| フォーマット: | 論文 |
| 出版事項: |
Springer-Verlag Berlin Heidelberg
2010
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| オンライン･アクセス: | http://eprints.utm.my/id/eprint/25964/ http://dx.doi.org/10.1007/978-3-642-14788-3_51 |
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