pymle

swMATH44234MaRDI QIDQ1349700

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Source code repository: https://github.com/jkirkby3/pymle

Described by source

• Maximum likelihood estimation of diffusions by continuous time Markov chain

Related Items (2)

Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation ⋮ Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation

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