Pathwise Estimation and Inference for Diffusion Market Models

Pathwise Estimation and Inference for Diffusion Market Models

5/5

Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rat.

First published
2019
Publishers
Taylor & Francis Group
Subjects
Estimation theory·Capital market

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