Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 1 of 1 for “"stochastic volatility; regime shift; MLE; Euler approximation; Milstein approximation"”.
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Essays on continuous time diffusion models.
… pricing, option pricing, portfolio selection and volatility modelling, continuous time diffusion models have proved to be a very attractive way to conduct research and gain economic intuition. This thesis makes three main contributions to the field of continuous time diffusion models. First, we …