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  • Search: subject:"modified Bessel function of the first kind"
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Year of publication
Subject
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Black-Scholes model 1 Black-Scholes-Modell 1 CAPM 1 Concentration parameter 1 Estimation theory 1 Maximum likelihood estimate 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Modified Bessel function of the first kind 1 Schätztheorie 1 Stochastic process 1 Stochastic short rate 1 Stochastischer Prozess 1 Successive substitution method 1 Yield curve 1 Zinsstruktur 1 maximum likelihood estimation 1 minimal market model 1 modified Bessel function of the first kind 1 squared Bessel process 1 von Mises–Fisher distribution 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Fergusson, K. 1 Fukumizu, Kenji 1 Ishii, Shin 1 Oba, Shigeyuki 1 Takenouchi, Takashi 1 Tanabe, Akihiro 1
Published in...
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Annals of financial economics 1 Computational Statistics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K. - In: Annals of financial economics 12 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
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Parameter estimation for von Mises–Fisher distributions
Tanabe, Akihiro; Fukumizu, Kenji; Oba, Shigeyuki; … - In: Computational Statistics 22 (2007) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10005613179
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