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. - Elsevier, ISSN 0304-405X. - Vol. 63.2002, 2, p. 161-210
|
| Publisher: |
Elsevier |