Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach /

Bibliographic Details
Main Author: Aït-Sahalia, Yacine
Format: Book
Language:English
Published: Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 1998
Series:Working paper series (University of Chicago. Center for Research in Security Prices) ; W.P. 467
Subjects:

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