Hochschulschrift
Modelling of multivariate asset processes using squared Bessel processes
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Gießen, Univ., Diss., 2009
- Creator
- URN
-
urn:nbn:de:hebis:26-opus-69796
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:52 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
Other Objects (12)
Limit theorems for multivariate Bessel processes in the freezing regime
Central limit theorems for multivariate Bessel processes in the freezing regime
Functional central limit theorems for multivariate Bessel processes in the freezing regime
Curved boundary crossing of bessel processes
Martingale estimation functions for Bessel processes
Multivariate mixed poisson processes
On the Relationship of Information Processes and Asset Price Processes
On the Relationship of Information Processes and Asset Price Processes
Fourth moments of multivariate GARCH processes
Fourth moments of multivariate GARCH processes
Parameter Estimation of Multivariate Lévy Processes
Chi-squared tests for evaluation and comparison of asset pricing models
Limit theorems for multivariate Bessel processes in the freezing regime
Central limit theorems for multivariate Bessel processes in the freezing regime
Functional central limit theorems for multivariate Bessel processes in the freezing regime
Curved boundary crossing of bessel processes
Martingale estimation functions for Bessel processes
Multivariate mixed poisson processes
On the Relationship of Information Processes and Asset Price Processes
On the Relationship of Information Processes and Asset Price Processes
Fourth moments of multivariate GARCH processes
Fourth moments of multivariate GARCH processes
Parameter Estimation of Multivariate Lévy Processes
Chi-squared tests for evaluation and comparison of asset pricing models
Limit theorems for multivariate Bessel processes in the freezing regime
Central limit theorems for multivariate Bessel processes in the freezing regime
Functional central limit theorems for multivariate Bessel processes in the freezing regime
Curved boundary crossing of bessel processes
Martingale estimation functions for Bessel processes
Multivariate mixed poisson processes
On the Relationship of Information Processes and Asset Price Processes
On the Relationship of Information Processes and Asset Price Processes
Fourth moments of multivariate GARCH processes
Fourth moments of multivariate GARCH processes
Parameter Estimation of Multivariate Lévy Processes