Results for "conditional-moments"

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LRydin / Jumpdiff

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

universal

conditional-momentsdiffusion-termestimator+7

Updated 6mo ago

alexisakira / Discretization

Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments", Quantitative Economics 8(2):651-683 (2017)

universal

Updated 4mo ago