Stochastic Square of the Brennan-Schwartz Diffusion Process: Statistical Computation and Application.

Autor: Nafidi, Ahmed1 (AUTHOR), Moutabir, Ghizlane1 (AUTHOR) ghizlane.moutabir@gmail.com, Gutiérrez-Sánchez, Ramón2 (AUTHOR), Ramos-Ábalos, Eva2 (AUTHOR)
Zdroj: Methodology & Computing in Applied Probability. Jun2020, Vol. 22 Issue 2, p455-476. 22p.
Databáze: Business Source Ultimate