Calibration of the exponential Ornstein–Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices-Reference-Cited by-同舟云学术

Calibration of the exponential Ornstein–Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices

Published:2018-08-07 Issue:1 Volume:2018 Page:
ISSN:1687-1847
Container-title:Advances in Difference Equations
language:en
Short-container-title:Adv Differ Equ

Author:

Mejía Vega Carlos Armando

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Algebra and Number Theory,Analysis

Link

http://link.springer.com/content/pdf/10.1186/s13662-018-1718-4.pdf

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