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- W1688240887 abstract "In this PhD. Thesis we focus on diffusion models. Diffusions are very attractive and widely applied in many scientific areas, since they provide a useful mathematical tool: the stochastic calculus. Let us think, for instance, to the Finance area. A large class of financial models use both diffusion processes and the stochastic calculus machinery, in order to price financial derivatives or to solve stochastic optimization problems. Thus convinced that diffusions are very important and useful for modeling natural and financial phenomena, we will focus our attention on their statistical analysis. In particular, the main goal of this Thesis will be the definition of a specific robust method, to make parametric inference for the drift and the diffusion coefficients of discretely observed diffusion processes." @default.
- W1688240887 created "2016-06-24" @default.
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- W1688240887 date "2007-01-01" @default.
- W1688240887 modified "2023-09-27" @default.
- W1688240887 title "Robust martingale estimating functions for discretely observed diffusion processes. Thèse de doctorat : Università commerciale Luigi Bocconi" @default.
- W1688240887 doi "https://doi.org/10.13097/archive-ouverte/unige:75350" @default.
- W1688240887 hasPublicationYear "2007" @default.
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