Add to ORKGPublished in Handbook of financial time series, 2008, https://doi.org/10.1007/978-3-540-71297-8_22</p
Modeling the stock price development as a geometric Brownian motion or, more generally, as a stochas...
Published in Handbook of computational finance, 2010, https://doi.org/10.1007/978-3-642-17254-0_15</...
Modeling the stock price development as a geometric Brownian motion or, more generally, as a stochas...
Published in Handbook of financial time series, 2008, https://doi.org/10.1007/978-3-540-71297-8_22</...
This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models us...
This paper overviews maximum likelihood and Gaussian methods of estimating contin-uous time models u...
This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models us...
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term inte...
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term inte...
This dissertation consists of three papers on finite sample properties of the maximum likelihood (ML...
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term inte...
During the past few decades, continuous time diffusion models have become an integral part of financ...
Continuous time Markov processes, including diffusion, jump-diffusion and Levy jump-diffusion models...
Over recent years, we have witnessed a rapid development in the body of economic theory with applica...
Stochastic differential equations often provide a convenient way to describe the dynamics of economi...
Modeling the stock price development as a geometric Brownian motion or, more generally, as a stochas...
Published in Handbook of computational finance, 2010, https://doi.org/10.1007/978-3-642-17254-0_15</...
Modeling the stock price development as a geometric Brownian motion or, more generally, as a stochas...
Published in Handbook of financial time series, 2008, https://doi.org/10.1007/978-3-540-71297-8_22</...
This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models us...
This paper overviews maximum likelihood and Gaussian methods of estimating contin-uous time models u...
This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models us...
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term inte...
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term inte...
This dissertation consists of three papers on finite sample properties of the maximum likelihood (ML...
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term inte...
During the past few decades, continuous time diffusion models have become an integral part of financ...
Continuous time Markov processes, including diffusion, jump-diffusion and Levy jump-diffusion models...
Over recent years, we have witnessed a rapid development in the body of economic theory with applica...
Stochastic differential equations often provide a convenient way to describe the dynamics of economi...
Modeling the stock price development as a geometric Brownian motion or, more generally, as a stochas...
Published in Handbook of computational finance, 2010, https://doi.org/10.1007/978-3-642-17254-0_15</...
Modeling the stock price development as a geometric Brownian motion or, more generally, as a stochas...