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“lin yee hin”

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  • Pathwise Estimation and Inference for Diffusion Market Models

    by Nikolai Dokuchaev, Lin Yee Hin ...
    Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, future interest rate, and their uncertainty thereof. The focus is on the pathwise inference methods that are applicable to a sole path of the ... Read more

    $97.55 CAD