ML Estimation of the Parameters of SDEs by Numerical Solution of the Fokker-Planck Equation - Numerical partial differential equations - Document - PDFSEARCH.IO

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	ML Estimation of the Parameters of SDEs by Numerical Solution of the Fokker-Planck Equation Add to Reading List Document Date: 2013-01-15 18:12:12 Open Document File Size: 294,92 KB Share Result on Facebook City Glasgow / / Company Cox / J.E. and Ross S.A. / Fokker-Planck Equation A.S. / / Country Scotland / / Currency cent / / Event Diplomatic Relations / / Facility Queensland University of Technology / University of Glasgow / University Gardens / / IndustryTerm finite-difference algorithm / direct solution / numerical algorithms / numerical solution / / Organization Queensland University of Technology / Brisbane / Australia Department of Mathematics / School of Economics and Finance / University of Glasgow / / Person Kolmogorov / / ProgrammingLanguage R / ML / / PublishedMedium Econometric Theory / Journal of Financial Economics / / Technology simulation / PDF / finite-difference algorithm / Crank-Nicolson algorithm / / SocialTag Stochastic processes Differential equations Equations Multivariable calculus Partial differential equation Fokker–Planck equation Maximum likelihood Normal distribution Finite difference method Statistics

ML Estimation of the Parameters of SDEs by Numerical Solution of the Fokker-Planck EquationAdd to Reading List