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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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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Stochastic differential equations ; Estimation theory ; Finance--Mathematical models