A multi-parameter regularization approach for estimating parameters in jump diffusion processes
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Publication:3421960
DOI10.1163/156939406779768274zbMath1105.62103OpenAlexW4240156849MaRDI QIDQ3421960
Bernd Hofmann, Dana Düvelmeyer
Publication date: 8 February 2007
Full work available at URL: https://doi.org/10.1163/156939406779768274
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