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Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models - MaRDI portal

Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models

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Publication:6381654

DOI10.1007/S00780-022-00493-8arXiv2110.15637MaRDI QIDQ6381654

Nicolas Marie

Publication date: 29 October 2021




Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of stochastic analysis (to PDEs, etc.) (60H30)








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