Estimating jump-diffusions using closed-form likelihood expansions (Q311641)
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scientific article; zbMATH DE number 6626832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating jump-diffusions using closed-form likelihood expansions |
scientific article; zbMATH DE number 6626832 |
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Estimating jump-diffusions using closed-form likelihood expansions (English)
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13 September 2016
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maximum-likelihood estimation
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jump-diffusion
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discrete observations
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transition density
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expansion
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