Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
| Year of publication: |
2002
|
|---|---|
| Authors: | Brandt, Michael W. ; Santa-Clara, Pedro |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 63.2002, 2, p. 161-210
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