Estimation of semiparametric locally stationary diffusion models
Year of publication: |
2012
|
---|---|
Authors: | Koo, Bonsoo ; Linton, Oliver |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 170.2012, 1, p. 210-233
|
Publisher: |
Elsevier |
Subject: | Diffusion processes | Local stationarity | Term structure dynamics | Density matching | Derivative pricing |
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