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Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters - MaRDI portal

Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q72993)

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Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters
scientific article

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    volume
    30
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    issue
    2
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    page(s)
    452-466
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    publication date
    11 December 2020
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    author
    Jean-François Bégin
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    Mathieu Boudreault
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