scientific article
From MaRDI portal
Publication:3068487
zbMath1203.91309MaRDI QIDQ3068487
Lorella Fatone, Francesco Zirilli, Maria Cristina Recchioni, Francesca Mariani
Publication date: 15 January 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Point estimation (62F10) Economic time series analysis (91B84) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (2)
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility ⋮ Portfolio optimization for assets with stochastic yields and stochastic volatility
This page was built for publication: