Pages that link to "Item:Q311641"
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The following pages link to Estimating jump-diffusions using closed-form likelihood expansions (Q311641):
Displaying 20 items.
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Empirical likelihood inference for the second-order jump-diffusion model (Q1933722) (← links)
- Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- The delta expansion for the transition density of diffusion models (Q2512632) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Approximate maximum likelihood estimation of semi-parametric jump-diffusion model -- closed-expansion method based on transfer density (Q4624420) (← links)
- ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
- Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
