Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Year of publication: |
2013
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Authors: | Choi, Seungmoon |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 174.2013, 2, p. 45-65
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