Ornstein–Uhlenbeck process - PDFSEARCH.IO - Document Search Engine

Ornstein–Uhlenbeck process
Results: 36

#	Item
31	The laws of Brownian local time integrals Mihai Gradinaru1 , Bernard Roynette1 , Pierre Vallois1 and Marc Yor2 1 Add to Reading List Source URL: hal.inria.fr Language: English - Date: 2012-09-20 04:14:41 Fourier analysis Stochastic differential equations Integral transforms Laplace transform Transforms Normal distribution Ornstein–Uhlenbeck process Brownian motion Law Statistics Mathematical analysis Stochastic processes
32	PDF Document Add to Reading List Source URL: www.investmentscience.com Language: English - Date: 2005-02-17 14:12:17 Stochastic differential equations Statistical theory Ornstein–Uhlenbeck process Normal distribution Maximum likelihood Standard deviation Statistics Stochastic processes Estimation theory
33	PDF Document Add to Reading List Source URL: www.mpipks-dresden.mpg.de Language: English - Date: 2009-09-10 04:27:50 Brownian motion Stochastic Ornstein–Uhlenbeck process Dynamics Statistics Stochastic processes Geometric Brownian motion
34	PDF Document Add to Reading List Source URL: pure.au.dk Language: English - Date: 2010-08-23 03:07:56 Martingale theory Differential equations Options Stochastic volatility Volatility Forward price Economic model Stochastic differential equation Ornstein–Uhlenbeck process Statistics Stochastic processes Mathematical finance
35	PDF Document Add to Reading List Source URL: edoc.hu-berlin.de Language: English - Date: 2009-10-31 18:14:47 Normal distribution Non-parametric statistics Standard deviation Confidence interval Parameter Bootstrapping Parametric model Statistical power Estimation theory Statistics Statistical inference Ornstein–Uhlenbeck process
36	PDF Document Add to Reading List Source URL: www.ressources-actuarielles.net Language: English Finance Fixed income analysis Stochastic processes Interest rates Options Black–Scholes Bond valuation Yield curve Ornstein–Uhlenbeck process Financial economics Mathematical finance Statistics