References

  1. Aït‐Sahalia, Y. (2002) Maximum likelihood estimation of discretely sampled diffusions: a closed‐form approximation approach. Econometrica, 70 (1), 223–262, doi:10.1111/1468‐0262.00274.
  2. Aït‐Sahalia, Y. (2008) Closed‐form likelihood expansions for multivariate diffusions. Annals of Statistics, 36 (2), 906–937, doi:10.1214/009053607000000622.
  3. Allee, W.C., Emerson, A.E., Park, O., Park, T., and Schmidt, K.P. (1949) Principles of Animal Ecology, Saunders, Philadelphia.
  4. Alvarez, L.H.R. and Shepp, L.A. (1998) Optimal harvesting in stochastically fluctuating populations. Journal of Mathematical Biology, 37 (2), 155–177, doi:10.1007/s002850050124.
  5. Arnold, L. (1974) Stochastic Differential Equations: Theory and Applications, Wiley, New York.
  6. Bachelier, L. (1900) Théorie de la speculation. Annales Scientifiques de l'École Normal Supérieure 3ème Série, 17, 21–88.
  7. Bandi, F.M. and Phillips, P.C.B. (2003) Fully nonparametric estimation of scalar diffusion models. Econometrica, 71 (1), 241–283, doi:10.1111/1468‐0262.00395.
  8. Basawa, I.V. and Rao, C.L.S.P. (1980) Statistical Inference for Stochastic Processes, Academic Press, London.
  9. Beddington, J.R. and May, R.M. (1977) Harvesting natural populations in a randomly fluctuating environment. Science, 197 (4302), 463–463, doi:10.1126/science.197.4302.463.
  10. Black, F. and Scholes, M. (1973) The pricing of options and corporate liabilities. Journal of Political Economy, 81 (3), 637–654, doi:10.1086/260062.
  11. Bouleau, N. and Lépingle (1994) Numerical ...

Get Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.