Pages that link to "Item:Q1631125"
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The following pages link to An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (Q1631125):
Displaying 4 items.
- Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
- Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices (Q1712624) (← links)
- Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives (Q6130672) (← links)
- Prediction of the stock prices at Uganda securities exchange using the exponential Ornstein-Uhlenbeck model (Q6169329) (← links)