Parameter estimation in mean-reverting model
碩士 === 國立清華大學 === 計量財務金融學系 === 101 === Continuous-time models are widely used in modern financial research, especially the stochastic processes; it’s a convenient way to describe the dynamic behavior of se- quence of data. The mean-reverting model is the one of most important application in stochast...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91553316795634633790 |