Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models
| Year of publication: |
2006
|
|---|---|
| Authors: | Singer, Hermann |
| Published in: |
Computational Statistics. - Springer. - Vol. 21.2006, 3, p. 385-397
|
| Publisher: |
Springer |
| Subject: | Stochastic differential equations | Nonlinear systems | Discrete measurements | Maximum likelihood estimation | Moment equations | Extended Kalman filter | Hermite expansion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613158