| Author | : Ibukun O.O. Amusan |
| File Size | : 41,9 Mb |
| Publisher | : Unknown |
| Language | : English |
| Release Date | : 02 June 2024 |
| ISBN | : OCLC:1404790668 |
| Pages | : 0 pages |
Download or read online Parameter estimation for a stochastic volatility model with coupled additive and multiplicative noise written by Ibukun O.O. Amusan, published by Unknown which was released on 2013. Get Parameter estimation for a stochastic volatility model with coupled additive and multiplicative noise Books now! Available in PDF, ePub
Get BookThis book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often
Get BookThis book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
Get BookParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete
Get BookA complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility
Get BookForecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to
Get BookWith this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Get BookDownload or read online Semiparametric Estimation of Value at risk written by Jianqing Fan,Juan Gu, published by Unknown which was released on 2003. Get Semiparametric Estimation of Value at risk Books now! Available in PDF, ePub and Kindle.
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