Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216)
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scientific article; zbMATH DE number 6586848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan |
scientific article; zbMATH DE number 6586848 |
Statements
Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (English)
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27 May 2016
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maximum likelihood estimation
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jump diffusion
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discrete sampling
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Chinese yuan
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currency realignment
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