Browsing Statistics and Actuarial Science by Author "Zhang, Yanqiao"
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Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters
Zhang, Yanqiao (University of Waterloo, 2012-09-21)There are two sources of information available in empirical research in finance: one corresponding to historical data and the other to prices currently observed in the markets. When proposing a model, it is desirable to ...