Parametric Estimation of a Merton Model Using SOS Flows and Riemannian Optimization

Luca Di Persio, Paul Bastin

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DOI: 10.3390/math14071217
Published: 04
Container: Mathematics
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3390/math14071217,
  title = {Parametric Estimation of a Merton Model Using SOS Flows and Riemannian Optimization},
  author = {Luca Di Persio and Paul Bastin},
  year = {2026},
  journal = {Mathematics},
  doi = {10.3390/math14071217},
  url = {https://doi.org/10.3390/math14071217}
}

RIS

TY  - JOUR
TI  - Parametric Estimation of a Merton Model Using SOS Flows and Riemannian Optimization
AU  - Luca Di Persio
AU  - Paul Bastin
PY  - 2026
JO  - Mathematics
DO  - 10.3390/math14071217
UR  - https://doi.org/10.3390/math14071217
ER  -

APA

Persio, L. D., & Bastin, P. (2026). Parametric Estimation of a Merton Model Using SOS Flows and Riemannian Optimization. Mathematics. https://doi.org/10.3390/math14071217

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doaj · retrieved 2026-11-10T07:02:19.013Z