NDLTD Global ETD Search
  • Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 2
  • Tagged with
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Search results

Showing 1 to 2 of 2 (0.048 seconds)
1

A note on uniqueness of parameter identification in a jump diffusion model

Starkloff, Hans-Jörg, Düvelmeyer, Dana, Hofmann, Bernd 07 October 2005 (has links) (PDF)
In this note, we consider an inverse problem in a jump diffusion model. Using characteristic functions we prove the injectivity of the forward operator mapping the five parameters determining the model to the density function of the return distribution.
injectivity
inverse problem
jump diffusion process
parameter identification
stochastic finance
ddc:510
Inverses Problem
Parameteridentifikation
2

A note on uniqueness of parameter identification in a jump diffusion model

Starkloff, Hans-Jörg, Düvelmeyer, Dana, Hofmann, Bernd 07 October 2005 (has links)
In this note, we consider an inverse problem in a jump diffusion model. Using characteristic functions we prove the injectivity of the forward operator mapping the five parameters determining the model to the density function of the return distribution.
info:eu-repo/classification/ddc/510
ddc:510
Inverses Problem
Parameteridentifikation
injectivity
inverse problem
jump diffusion process
parameter identification
stochastic finance

Page generated in 0.0516 seconds