Telling from discrete data whether the underlying continuous-time model is a diffusion
Year of publication: |
2002
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Authors: | Aït-Sahalia, Yacine |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 5, p. 2075-2112
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Subject: | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Theorie | Theory | Längsschnittanalyse | Longitudinal analysis |
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