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Approximation of continuous time stochastic processes by the local linearization method revisited
4 references·0 citing·12 second hop
Approximation of continuous time stochastic processes by the local linearization method revisited (2002)Approximation of continuous time stochast…Numerical solution of stochastic differential equations (2016)Numerical solution of stochas…Statistical inference for diffusion type processes (1999)Statistical inference for dif…Approximation of continuous time stochastic processes by a local linearization method (1998)Approximation of continuous t…Comparative study of estimation methods for continuous time stochastic processes (1997)Comparative study of estimati…Estimation for diffusion processes from discrete observation (1992)Brownian Motion and Stochastic Calculus (1998)Brownian Motion and Stochastic Calculus (2007)Martingale Methods in Financial Modelling (1997)Alternative models for stock price dynamics (2003)Multilevel Monte Carlo Path Simulation (2008)A Gaussian approach for continuous time models of the short-term interest rate (2001)Option Pricing under Stochastic Interest Rates: An Empirical Investigation (2002)Estimating the Parameters of Stochastic Volatility Models Using Option Price Data (2014)2005): Statistical Aspects of the fractional stochastic calculus (2005)Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (2007)Statistical aspects of the fractional stochastic calculus (2007)
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References

  • 2016Numerical solution of stochastic differential equations5,001 cited
  • 1999Statistical inference for diffusion type processes307 cited
  • 1997Comparative study of estimation methods for continuous time stochastic processes77 cited
  • 1998Approximation of continuous time stochastic processes by a local linearization method31 cited

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