E-Thesis 190 views 58 downloads
Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings. / Jingjie Li
Swansea University Author: Jingjie Li
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Abstract
Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
| Published: |
2012
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| Institution: | Swansea University |
| Degree level: | Doctoral |
| Degree name: | Ph.D |
| URI: | https://cronfa.swan.ac.uk/Record/cronfa42887 |
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| College: |
Faculty of Science and Engineering |
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