Cserna, Dr. Balazs

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Time-continuous stochastic processes have been used in numerous financial market models for decades. In this work, important aspects of application - with regard to the estimation of parameters, evaluation of financial market contracts and recording the efficiency of capital markets - are primarily illustrated using selected examples and then possible solutions or explanations are presented. Details Title: Analysis of Financial Market Models Subtitle: Estimation, Pricing, and Efficiency Author: Dr. Balazs Cserna Edition: 1st edition Published: 1st edition 05.09.2011 Subject: Economics...