Finite sample comparison of alternative estimators of Itô diffusion processes : a Monte Carlo study
Year of publication: |
1999
|
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Authors: | Jiang, George J. ; Knight, John L. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 2.1999, 3, p. 5-38
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Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Methode | Statistical method | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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