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subject:"Panel"
subject:"Stochastic process"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Symposium on Operations Research <24, 1999, Magdeburg>"
~subject:"Estimation"
~subject:"Maximum-Likelihood-Schätzung"
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Stochastic process
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Estimation theory
13
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13
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6
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4
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Centre for Analytical Finance <Århus>
Symposium on Operations Research <24, 1999, Magdeburg>
National Bureau of Economic Research
77
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
International Energy Agency
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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2
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
4
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
Inderfurth, Karl
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001458679
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