Estimation of jump-diffusion processes via empirical characteristic functions
Michael Rockinger; Maria Semenova
| Year of publication: |
June 2005
|
|---|---|
| Other Persons: | Rockinger, Michael (contributor) ; Semenova, Maria (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Extent: | Online-Ressource, 39 p. = 1500 KB, text ill |
|---|---|
| Series: | FAME research paper series. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121033-0. - Vol. 150 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003074581