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