Pages that link to "Item:Q366977"

The following pages link to Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977):

Displaying 37 items.

• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Hermite polynomial based expansion of European option prices (Q469560) (← links)
• Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← 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)
• It only takes a few moments to hedge options (Q1734554) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
• Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
• Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
• Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
• Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
• Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← 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)
• Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
• Diffusion copulas: identification and estimation (Q2658762) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Map estimation of diffusions -- an updated account (Q2722578) (← links)
• Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110) (← links)
• (Q3004641) (← links)
• ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
• Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
• WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
• APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (Q5474965) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• An efficient method to simulate diffusion bridges (Q6581664) (← links)
• Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
• An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285) (← links)
• The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models (Q6626222) (← links)
• Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions (Q6632608) (← links)