Estimación De Parámetros En Ecuaciones Diferenciales Estocásticas Aplicadas a Finanzas (Parameter Estimation in Stochastic Differential Equations (SDEs) : Applications to Financial Modeling)

We describe the maximum likelihood method as a mechanism for estimating parameters in stochastic differential equations used to describe the behavior of financial variables. Are considered special cases of the Black-Scholes model and Vasicek, for which estimates are derived parameters that determine them

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Year of publication:	2013
Authors:	Moreno Trujillo, John Freddy
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Analysis \| Mathematical analysis \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation

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Extent:	1 Online-Ressource (14 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: ODEON, No. 6, p. 133, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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