Maximum likelihood estimation for integrated diffusion processes

Michael Sørensen, Fernando Baltazar-Larios

Originalsprog	Engelsk
Titel	Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen
Redaktører	Carl Chiarella, Alexander Novikov
Forlag	Springer Science+Business Media
Publikationsdato	2010
Sider	407-423
ISBN (Trykt)	978-3-642-03478-7
ISBN (Elektronisk)	978-3-642-03479-4
Status	Udgivet - 2010

Citationsformater

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title = " Maximum likelihood estimation for integrated diffusion processes",

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BT - Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen

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