Tree estimation for Stochastic Volatility Models The Anderson SPDE | Approximation for diffusion models using a recombining tree. Lyapunov exponent estimation for the Anderson model in continuous space

Ionut Florescu

ISBN 10: 3639127668 ISBN 13: 9783639127669
Published by VDM Verlag Dr. Müller, 2010
Language: English
Condition: New Soft cover

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New - Soft cover

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