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Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings. / Jingjie Li

Swansea University Author: Jingjie Li

Published: 2012
Institution: Swansea University
Degree level: Doctoral
Degree name: Ph.D
URI: https://cronfa.swan.ac.uk/Record/cronfa42887
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first_indexed 2018-08-02T18:55:47Z
last_indexed 2018-08-03T10:11:21Z
id cronfa42887
recordtype RisThesis
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spelling 2018-08-02T16:24:30.7106037 v2 42887 2018-08-02 Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings. e4ab84f4a0c6854cd6b6c2a894dae35a NULL Jingjie Li Jingjie Li true true 2018-08-02 E-Thesis 31 12 2012 2012-12-31 COLLEGE NANME Mathematics COLLEGE CODE Swansea University Doctoral Ph.D 2018-08-02T16:24:30.7106037 2018-08-02T16:24:30.7106037 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jingjie Li NULL 1 0042887-02082018162529.pdf 10821277.pdf 2018-08-02T16:25:29.6630000 Output 2277828 application/pdf E-Thesis true 2018-08-02T16:25:29.6630000 false
title Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
spellingShingle Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
Jingjie Li
title_short Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
title_full Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
title_fullStr Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
title_full_unstemmed Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
title_sort Drift parameter estimates for stochastic differential equations of mean-reversion type arising from financial modelings.
author_id_str_mv e4ab84f4a0c6854cd6b6c2a894dae35a
author_id_fullname_str_mv e4ab84f4a0c6854cd6b6c2a894dae35a_***_Jingjie Li
author Jingjie Li
author2 Jingjie Li
format E-Thesis
publishDate 2012
institution Swansea University
college_str Faculty of Science and Engineering
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hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
published_date 2012-12-31T03:53:50Z
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score 11.013148

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