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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Volatility"
~type_genre:"Bibliography included"
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Maximum likelihood estimation
Volatility
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper / Tinbergen Institute
50
CREATES research paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Discussion papers of interdisciplinary research project 373
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Recovering the real-world density and liquidity premia from option data
Barkhagen, Mathias
;
Blomvall, Jörgen
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344223
Saved in:
2
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
3
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
;
Platen, Eckhard
;
Sørensen, Michael
-
2003
Persistent link: https://www.econbiz.de/10002250862
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