Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678317
Title: Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings
Author: Li, Jingjie
Awarding Body: Swansea University
Current Institution: Swansea University
Date of Award: 2012
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Abstract:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.678317  DOI: Not available
Keywords: Stochastic differential equations ; Estimation theory ; Finance--Mathematical models
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