On Local Linear Approximations to Diffusion Processes
Work
Year: 2011
Type: article
Abstract: Diffusion models have been used extensively in many applications. These models, such as those used in the financial engineering, usually contain unknown parameters which we wish to determine. One way ... more
Authors Xianbao Duan, Zhongmin Qian, Wan Zheng
Institutions University of Oxford, East China Normal University
Cites: 12
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: gold
APC paid (est): $1,025