From Statistics to Mathematical Finance

DOI10.1007/978-3-319-50986-0zbMath1383.62010OpenAlexW2765288678MaRDI QIDQ4976194

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Publication date: 27 July 2017

Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0

zbMATH Keywords

estimationstochastic processessurvival analysisfilteringregressionmathematical financestatistical methodsstatistical modelingvolatility modelsrisk boundsnonparametric statistical methodsinsurance mathematicsshot-noise processes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Festschriften (00B30) Survival analysis and censored data (62Nxx) Nonparametric inference (62Gxx)

Related Items (1)

Distribution-free testing in linear and parametric regression

Uses Software

• Kader

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