Parameter estimation and Bessel processes in financial models and numerical analysis in Hamiltonian dynamics

Metadata Label Value
Author(s): Göing-Jaeschke, Anja
Publisher: Unknown
Citation:

Göing-Jaeschke, Anja. Parameter estimation and Bessel processes in financial models and numerical analysis in Hamiltonian dynamics. (1998). http://dx.doi.org/10.3929/ethz-a-001923628

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (152.12KB)

Detailed Information

Metadata Description
Title Parameter estimation and Bessel processes in financial models and numerical analysis in Hamiltonian dynamics
Author(s) Göing-Jaeschke, Anja
Publication Place Zurich
Publication Date 1998
Notes Diss. Math. Wiss. ETH Zürich, Nr. 12566, 1998. Ref.: P. Embrechts ; Korref.: H. Hofer
Language English
DOI http://dx.doi.org/10.3929/ethz-a-001923628
Subject(s) Mathematical Statistics
Mathematics, General
Keyword(s) ESTIMATION OF PARAMETERS AND STATE ESTIMATION
MATHEMATICAL STATISTICS
DIFFUSION PROCESSES
PROBABILITY THEORY
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY
Description File Name MIME Type Size
Abstract   eth-22584-01.pdf application/pdf 152.12KB
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E-Collection record created: Fri, 18 Apr 2008, 21:00:24 CET