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type_genre:"Sammlung"
type_genre:"Working Paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Maximum-Likelihood-Schätzung"
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Maximum-Likelihood-Schätzung
Estimation theory
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Simulated Maximum Likelihood
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Stochastic short rate
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
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Platen, Eckhard
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2015
Persistent link: https://www.econbiz.de/10011344233
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah
;
Platen, Eckhard
;
Sørensen, Michael
-
2003
Persistent link: https://www.econbiz.de/10002250862
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