Pathwise Estimation and Inference for Diffusion Market Models

Author:   Nikolai Dokuchaev (Curtin University, Perth, WA, Australia) ,  Lin Yee Hin (University of Technology Sydney, Australia)
Publisher:   Taylor & Francis Ltd
ISBN:  

9780367731212


Pages:   224
Publication Date:   18 December 2020
Format:   Paperback
Availability:   In Print   Availability explained
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Pathwise Estimation and Inference for Diffusion Market Models


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Author:   Nikolai Dokuchaev (Curtin University, Perth, WA, Australia) ,  Lin Yee Hin (University of Technology Sydney, Australia)
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Weight:   0.435kg
ISBN:  

9780367731212


ISBN 10:   0367731215
Pages:   224
Publication Date:   18 December 2020
Audience:   College/higher education ,  General/trade ,  Tertiary & Higher Education ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Nikolai Dokuchaev is an associate professor in Mathematics and Statistics at Curtin University. His research interests include mathematical and statistical finance, stochastic analysis, PDEs, control, and signal processing. Lin Yee Hin is a practitioner in the capital market facing industry. His research interests include econometrics, non-parametric regression, and scientific computing.

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