Stochastic mean-reverting trend (SMART) model in quantitative finance (Q6634970)
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scientific article; zbMATH DE number 7940785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic mean-reverting trend (SMART) model in quantitative finance |
scientific article; zbMATH DE number 7940785 |
Statements
Stochastic mean-reverting trend (SMART) model in quantitative finance (English)
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8 November 2024
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stochastic drift
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affine model
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Feynman-Kac equation
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Bayesian optimal filter
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maximum likelihood estimation
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quantitative finance
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CME futures
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