Pathwise Estimation and Inference for Diffusion Market Models - Info and Reading Options
By Nikolai Dokuchaev and Lin Yee Hin
"Pathwise Estimation and Inference for Diffusion Market Models" was published by Taylor & Francis Group in 2019 - Boca Raton London New York, it has 224 pages and the language of the book is English.
“Pathwise Estimation and Inference for Diffusion Market Models” Metadata:
- Title: ➤ Pathwise Estimation and Inference for Diffusion Market Models
- Authors: Nikolai DokuchaevLin Yee Hin
- Language: English
- Number of Pages: 224
- Publisher: Taylor & Francis Group
- Publish Date: 2019
- Publish Location: Boca Raton London New York
“Pathwise Estimation and Inference for Diffusion Market Models” Subjects and Themes:
- Subjects: ➤ Estimation theory - Capital market - Stock exchanges - Mathematical models - Finance - Stochastic processes - Stochastic Processes - Bourse - Modèles mathématiques - Marché financier - Finances - Processus stochastiques - BUSINESS & ECONOMICS - MATHEMATICS - General - Probability & Statistics
Edition Identifiers:
- The Open Library ID: OL33688737M - OL25221858W
- ISBN-13: 9780429948848 - 9780429488429 - 9780429948855 - 9780429948862
- All ISBNs: 9780429948848 - 9780429488429 - 9780429948855 - 9780429948862
AI-generated Review of “Pathwise Estimation and Inference for Diffusion Market Models”:
"Pathwise Estimation and Inference for Diffusion Market Models" Description:
Open Data:
1.3.3 Some explicit solutions for Ito equations1.3.4 Diffusion Markov processes and related parabolic equations; 1.3.5 Martingale representation theorem; 1.3.6 Change of measure and Girsanov theorem; 2: Some background on diffusion market models; 2.1 Continuous time model for stock price; 2.2 Continuous time bond-stock market model; 2.3 Discounted wealth and stock prices; 2.4 Risk-neutral measure; 2.5 Replicating strategies; 2.6 Arbitrage possibilities and the arbitrage-free market; 2.7 The case of a complete market; 2.8 Completeness of the Black-Scholes model; 2.9 Option pricing
Read “Pathwise Estimation and Inference for Diffusion Market Models”:
Read “Pathwise Estimation and Inference for Diffusion Market Models” by choosing from the options below.
Search for “Pathwise Estimation and Inference for Diffusion Market Models” downloads:
Visit our Downloads Search page to see if downloads are available.
Find “Pathwise Estimation and Inference for Diffusion Market Models” in Libraries Near You:
Read or borrow “Pathwise Estimation and Inference for Diffusion Market Models” from your local library.
- The WorldCat Libraries Catalog: Find a copy of “Pathwise Estimation and Inference for Diffusion Market Models” at a library near you.
Buy “Pathwise Estimation and Inference for Diffusion Market Models” online:
Shop for “Pathwise Estimation and Inference for Diffusion Market Models” on popular online marketplaces.
- Ebay: New and used books.