Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (Q5126678)
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scientific article; zbMATH DE number 7262548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Ross Recovery for Diffusion Processes Using a PDE Approach |
scientific article; zbMATH DE number 7262548 |
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Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (English)
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20 October 2020
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Ross recovery
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diffusion process
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numerical method
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