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Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon - In: Journal of econometrics 174 (2013) 2, pp. 45-65
Persistent link: https://www.econbiz.de/10009751254
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Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon - In: Journal of econometrics 187 (2015) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
Cover Image
Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon - In: Journal of econometrics 174 (2013) 2, pp. 45-65
Persistent link: https://www.econbiz.de/10010102098