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Simulation of multivariate diffusion bridges
Bladt, Mogens; Finch, Samuel; Sørensen, Michael - 2014
Persistent link: https://www.econbiz.de/10010350969
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Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael - 2000
Persistent link: https://www.econbiz.de/10001456710
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Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256