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Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility...
www.math.uni-kiel.de
Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility estimation for stochastic PDEs using high-frequency observations (joint work with Mathias Trabs)" von 10:15 bis 11:45 LMS 4 - Raum Übungsraum. Abstract: We study the parameter estimation for parabolic, linear, second order, stochastic partial differential equations observing a mild solution on a discrete ...
2017 — Mathematisches Seminar
www.math.uni-kiel.de
Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility estimation for stochastic PDEs using high-frequency observations (joint work with Mathias Trabs)" Prof. Dr. Markus Bibinger, Philipps-Universität Marburg: "Volatility estimation for stochastic PDEs using high-frequency observations (joint work with Mathias Trabs)" - Mehr…
Mini-Workshop on Statistics of Stochastic Processes, 2018: Research...
rtg1953.uni-heidelberg.uni-mannheim.de
... Markus Bibinger (Marburg): Volatility estimation for stochastic PDEs using high-frequency observations; Mathias Vetter (Kiel): A universal approach to estimate ...
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