Browsing by Author "Rahman, Haliza Abdul"
Now showing items 1-1 of 1
-
Parameter estimation in stochastic differential equations
Weber, Gerhard Wilhelm; Taylan, Pakize; Görgülü, Zafer Korcan; Rahman, Haliza Abdul; Bahar, Arifah (Springer Verlag, 2011)Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic differential equations turn out to be an advantageous representation of such noisy, real-world problems, and together with their ...