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Estimation in Multivariate Log-Normal Diffusion Processes with Exogenous Factors - MaRDI portal

Estimation in Multivariate Log-Normal Diffusion Processes with Exogenous Factors (Q4390932)

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scientific article; zbMATH DE number 1156934
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Estimation in Multivariate Log-Normal Diffusion Processes with Exogenous Factors
scientific article; zbMATH DE number 1156934

    Statements

    title
    Estimation in Multivariate Log-Normal Diffusion Processes with Exogenous Factors (English)
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    author
    A. González-Carmona
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    Ruiz F. Torres
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    publication date
    10 August 1998
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    Identifiers

    zbMATH DE Number
    1156934
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    OpenAlex ID
    W2075971814
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