A Refinement to Ai͏̈t-Sahalia's (2002) "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach"
| Year of publication: |
2005
|
|---|---|
| Authors: | Bakshi, Gurdip ; Ju, Nengjiu |
| Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 78.2005, 5, p. 2037
|