Ornstein–Uhlenbeck process

Results: 36



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31Fourier analysis / Stochastic differential equations / Integral transforms / Laplace transform / Transforms / Normal distribution / Ornstein–Uhlenbeck process / Brownian motion / Law / Statistics / Mathematical analysis / Stochastic processes

The laws of Brownian local time integrals Mihai Gradinaru1 , Bernard Roynette1 , Pierre Vallois1 and Marc Yor2 1

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Source URL: hal.inria.fr

Language: English - Date: 2012-09-20 04:14:41
32Stochastic differential equations / Statistical theory / Ornstein–Uhlenbeck process / Normal distribution / Maximum likelihood / Standard deviation / Statistics / Stochastic processes / Estimation theory

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Source URL: www.investmentscience.com

Language: English - Date: 2005-02-17 14:12:17
33Brownian motion / Stochastic / Ornstein–Uhlenbeck process / Dynamics / Statistics / Stochastic processes / Geometric Brownian motion

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Source URL: www.mpipks-dresden.mpg.de

Language: English - Date: 2009-09-10 04:27:50
34Martingale theory / Differential equations / Options / Stochastic volatility / Volatility / Forward price / Economic model / Stochastic differential equation / Ornstein–Uhlenbeck process / Statistics / Stochastic processes / Mathematical finance

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Source URL: pure.au.dk

Language: English - Date: 2010-08-23 03:07:56
35Normal distribution / Non-parametric statistics / Standard deviation / Confidence interval / Parameter / Bootstrapping / Parametric model / Statistical power / Estimation theory / Statistics / Statistical inference / Ornstein–Uhlenbeck process

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Source URL: edoc.hu-berlin.de

Language: English - Date: 2009-10-31 18:14:47
36Finance / Fixed income analysis / Stochastic processes / Interest rates / Options / Black–Scholes / Bond valuation / Yield curve / Ornstein–Uhlenbeck process / Financial economics / Mathematical finance / Statistics

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Source URL: www.ressources-actuarielles.net

Language: English
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