Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach

✍ Scribed by Yacine Aït-Sahalia

• Book ID: 108556091
• Publisher: John Wiley and Sons
• Year: 2002
• Tongue: English
• Weight: 678 KB
• Volume: 70
• Category: Article
• ISSN: 0012-9682
• DOI: 10.1111/1468-0262.00274