Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

✍ Scribed by Michael W. Brandt; Pedro Santa-Clara

• Book ID: 114221248
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 476 KB
• Volume: 63
• Category: Article
• ISSN: 0304-405X
• DOI: 10.1016/s0304-405x(01)00093-9