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Pathwise Estimation and Inference for Diffusion Market Models最新文献

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Some background on diffusion market models 扩散市场模型的一些背景知识
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-2
N. Dokuchaev, L. Hin
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引用次数: 0
Some background on stochastic analysis 关于随机分析的一些背景知识
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-1
N. Dokuchaev, L. Hin
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引用次数: 0
Implied volatility and other implied market parameters 隐含波动率及其他隐含市场参数
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-6
N. Dokuchaev, L. Hin
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引用次数: 0
Inference of implied parameters from option prices 从期权价格推断隐含参数
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-7
N. Dokuchaev, L. Hin
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引用次数: 0
Some special market models 一些特殊的市场型号
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-3
N. Dokuchaev, L. Hin
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引用次数: 0
Some background on bond pricing 关于债券定价的一些背景知识
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-5
N. Dokuchaev, L. Hin
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引用次数: 0
Forecast of short rate based on the CIR model 基于CIR模型的短期利率预测
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-8
N. Dokuchaev, L. Hin
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引用次数: 0
Pathwise inference for the parameters of market models 市场模型参数的路径推理
Pathwise Estimation and Inference for Diffusion Market Models Pub Date : 2019-03-26 DOI: 10.1201/9780429488429-4
N. Dokuchaev, L. Hin
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引用次数: 0
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