Kernel Estimation of the Diffusion Efficient in the Time-Dependent Diffusion Models

Kernel Estimation of the Diffusion Efficient in the Time-Dependent Diffusion Models

Ma Lei, Chen Ping

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PDF(224 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2012, Vol. 28 ›› Issue (5) : 489-498.

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Kernel Estimation of the Diffusion Efficient in the Time-Dependent Diffusion Models

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2012, 28(5): 489-498

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