Estimation of semiparametric locally stationary diffusion models (Q528037)
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scientific article; zbMATH DE number 6714754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of semiparametric locally stationary diffusion models |
scientific article; zbMATH DE number 6714754 |
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Estimation of semiparametric locally stationary diffusion models (English)
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12 May 2017
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diffusion processes
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local stationarity
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term structure dynamics
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density matching
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derivative pricing
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