Hypothesis testing for diffusion processes with continuous observations: Direct computation of large deviation results for error probabilities
| Year of publication: |
2005
|
|---|---|
| Authors: | Govindaraj, Suresh |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 2.2005, 4, p. 234-247
|
| Publisher: |
Elsevier |