Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Year of publication: |
2002
|
---|---|
Authors: | Brandt, Michael W. ; Santa-Clara, Pedro |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 63.2002, 2, p. 161-210
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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