A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
type: Item
instance of: scholarly article
title: A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
zbMATH Open document ID: 1182.91211
author: Minqiang Li
publication date: 2010-02-09T00:00:00Z
full work available at URL: MPRA paper 11185.pdf
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5668138
zbMATH Keywords: damped diffusion
zbMATH Keywords: asset price bubbles
zbMATH Keywords: martingale pricing
zbMATH Keywords: maximum likelihood estimation
describes a project that uses: KernSmooth
MaRDI profile type: Publication
OpenAlex ID: W3123809247
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DOI: 10.1016/J.JEDC.2009.08.001
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5668138