MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS (Q3502978)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS |
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MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS (English)
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20 May 2008
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stochastic calculus
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Malliavin calculus
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time-varying parameters
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time-series analysis
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Clark-Ocone formula
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Ornstein-Uhlenbeck process
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