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Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings

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  1. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678317
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510
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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:678317
Date January 2012
CreatorsLi, Jingjie
PublisherSwansea University
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttps://cronfa.swan.ac.uk/Record/cronfa42887

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