Explicit form of approximate transition probability density functions of diffusion processes
Seungmoon Choi (School of Economics, University of Seoul, Seoul, Republic of Korea)
| Year of publication: |
July 2015
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| Authors: | Choi, Seungmoon |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 57-73
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| Subject: | Transition probability density function | Multivariate diffusion | Maximum likelihood estimation | Option pricing | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498739