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subject:"Germany"
~person:"Mykland, Per A."
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Mykland, Per A.
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Maheswaran, S.
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Tauchen, George Eugene
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Li, Jia
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming
;
Chen, Rong
;
Mykland, Per A.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
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