Pages that link to "Item:Q4989286"
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The following pages link to Parameters estimation using the first passage times method in a jump-diffusion model (Q4989286):
Displaying 6 items.
- An improved algorithm for the estimation of the mean first passage time of ordinary stochastic differential equations (Q1923719) (← links)
- Comparison of jump-diffusion parameters using passage times estimation (Q2336891) (← links)
- Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics (Q2711702) (← links)
- A multi-parameter regularization approach for estimating parameters in jump diffusion processes (Q3421960) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
