Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Thomas Lux
| Year of publication: |
2013
|
|---|---|
| Authors: | Lux, Thomas |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 2, p. 217-248
|
| Subject: | Stochastic differential equations | Numerical maximum likelihood | Fokker-Planck equation | Finite difference schemes | Asset pricing | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Schätztheorie | Estimation theory | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009741196