scientific article

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1526-4025(200001/03)16:1<35::AID-ASMB380>3.0.CO;2-I" /><35::AID-ASMB380>3.0.CO;2-I 10.1002/(SICI)1526-4025(200001/03)16:1<35::AID-ASMB380>3.0.CO;2-IzbMath0972.62109MaRDI QIDQ2756666

Mikael Linden

Publication date: 18 November 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimal controlWiener processesinverse Gaussian distributionmaximum-likelihood estimationstrikes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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