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Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbe
  • ISSN号：1469-7688
  • 期刊名称：Quantitative Finance
  • 时间：0
  • 页码：-
  • 相关项目：基于模拟仿真和优化技术的风险管理和投资组合方法研究
作者： Yijie Peng|Yijie Peng|Michael Fu|Michael Fu|Jian-Qiang Hu|Jian-Qiang Hu|
同期刊论文项目
基于模拟仿真和优化技术的风险管理和投资组合方法研究
期刊论文 17 会议论文 2
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