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Estimation of partial differential equations with applications in finance

Kristensen, D; (2008) Estimation of partial differential equations with applications in finance. JOURNAL OF ECONOMETRICS , 144 (2) pp. 392-408. 10.1016/j.jeconom.2008.04.004.

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Type: Article
Title: Estimation of partial differential equations with applications in finance
DOI: 10.1016/j.jeconom.2008.04.004
Keywords: Social Sciences, Science & Technology, Physical Sciences, Economics, Mathematics, Interdisciplinary Applications, Social Sciences, Mathematical Methods, Business & Economics, Mathematics, Mathematical Methods In Social Sciences, derivative pricing, diffusion, estimation, nonparametric, partial differential equations, NONPARAMETRIC-ESTIMATION, DERIVATIVE SECURITIES, TERM STRUCTURE, MODELS, DIFFUSIONS, VARIABLES, DYNAMICS, PRICES
UCL classification: UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL SLASH
UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of SandHS > Dept of Economics
URI: http://discovery.ucl.ac.uk/id/eprint/1338908
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