Estimation of Diffusion Processes by Simulated Moment Methods (Q4367881)
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scientific article; zbMATH DE number 1093202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Diffusion Processes by Simulated Moment Methods |
scientific article; zbMATH DE number 1093202 |
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Estimation of Diffusion Processes by Simulated Moment Methods (English)
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8 June 1998
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discretization scheme
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Euler scheme
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diffusion process
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simulated moment methods
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