Predicción de variables económicas: Ecuaciones diferenciales estocásticas de Itô
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More about this item
KeywordsStochastic differential equation; Itô processes; log-normal multidimensional diffusion.;
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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