A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295)
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scientific article; zbMATH DE number 7049037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new delta expansion for multivariate diffusions via the Itô-Taylor expansion |
scientific article; zbMATH DE number 7049037 |
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A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (English)
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30 April 2019
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closed-form density expansion
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delta expansion
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Itô-Taylor expansion
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multivariate diffusions
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maximum likelihood estimation
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