Calibration of the exponential Ornstein–Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices
Crossref DOI link: https://doi.org/10.1186/s13662-018-1718-4
Published Online: 2018-08-07
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
MejĂa Vega, Carlos Armando
Text and Data Mining valid from 2018-08-07
Article History
Received: 26 March 2018
Accepted: 15 June 2018
First Online: 7 August 2018
Competing interests
: The author declares having no competing interests.