搜索结果: 1-3 共查到“经济学其他学科 Stochastic”相关记录3条 . 查询时间(0.035 秒)
Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics
Mathematical Methods Economics
2015/5/13
Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics.
Fractional processes as models in stochastic finance
Fractional Brownian motion arbitrage hedging in fractional models
2010/10/19
We survey some new progress on the pricing models driven by fractional Brownian motion \cb{or} mixed fractional Brownian motion. In particular, we give results on arbitrage opportunities, hedging, and...
Multivariate stochastic volatility with Bayesian dynamic linear models
Multivariate stochastic volatility Bayesian dynamic linear models
2010/12/13
This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the v...