Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
| Year of publication: |
2007
|
|---|---|
| Authors: | Yu, Jialin |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 1245-1280
|
| Publisher: |
Elsevier |