Online Kernel estimation of stationary stochastic diffusion models

DOI10.1080/14697688.2016.1262054zbMath1402.91968OpenAlexW2565690433MaRDI QIDQ4555126

Xin Wang

Publication date: 19 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2016.1262054

zbMATH Keywords

stochastic differential equationsonline kernel estimation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

Cites Work

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