Asymptotic properties of Monte Carlo estimators of diffusion processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Detemple, Jérôme ; Garcia, René ; Rindisbacher, Marcel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 134.2006, 1, p. 1-68
|