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Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, Mogens; Sørensen, Michael - 2010
Persistent link: https://www.econbiz.de/10008651750
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Unbiased Monte Carlo Simulation of Diffusion Processes
Paulot, Louis - 2016
Monte Carlo scheme which converges to the exact value. We manage to keep the simulation variance finite in all cases, so … that the strong law of large numbers guarantees the convergence. Moreover, the simulation noise is a decreasing function of …
Persistent link: https://www.econbiz.de/10012992773
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Diffusion of new products with heterogeneous consumers
Fibich, Gadi; Golan, Amit - In: Mathematics of operations research 48 (2023) 1, pp. 257-287
Persistent link: https://www.econbiz.de/10014312551
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Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael - 2000
Persistent link: https://www.econbiz.de/10001456710
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A reconsideration of Professor Iwai's Schumpeterian dynamics
Franke, Reiner - In: Interaction and market structure : essays on …, (pp. 89-131). 2000
Persistent link: https://www.econbiz.de/10001487960
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Estimating diffusion models of stochastic volatility
Engle, Robert F.; Lee, Gary G. J. - 1995
Persistent link: https://www.econbiz.de/10000930719
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Technologischer Wandel und Innovation: stochastische Modelle für innovative Veränderungen in der Ökonomie
Bruckner, Eberhard - In: Evolution und Selbstorganisation in der Ökonomie, (pp. 361-382). 1998
Persistent link: https://www.econbiz.de/10001325049
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A stochastic logistic innovation diffusion model studying the electricity consumption in Greece and the United States /A. N. Giovanis and C. H. Skiadas
Giovanis, A. N.; Skiadas, Christos H. - In: Technological forecasting & social change : an … 61 (1999) 3, pp. 235-246
Persistent link: https://www.econbiz.de/10001417231
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Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.; Williams, David - 1979
Persistent link: https://www.econbiz.de/10000342900
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Are technology diffusion processes inherently historical?
Araújo, João L. - 1994
Persistent link: https://www.econbiz.de/10000151225