APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS (Q3424339)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS |
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APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS (English)
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15 February 2007
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lognormal diffusions
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exogenous factors
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nonhomogeneous diffusions
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parameter estimation for stochastic processes
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