Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735)
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| Language | Label | Description | Also known as |
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| English | Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility |
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Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (English)
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29 June 2009
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mean reverting model with time-dependent volatility
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Black-Scholes model
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inverse problem of option pricing
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volatility calibration
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maximum likelihood estimation
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