Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049)
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scientific article; zbMATH DE number 6107515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithmic estimation of risk factors in financial markets with stochastic drift |
scientific article; zbMATH DE number 6107515 |
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Algorithmic estimation of risk factors in financial markets with stochastic drift (English)
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15 November 2012
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algorithmic estimation
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stochastic drift
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method of moments
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interest rates
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commodity prices
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