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~person:"Platen, Eckhard"
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Estimation theory
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Maximum likelihood estimation
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Platen, Eckhard
Gil-Alaña, Luis A.
21
Leung, Tim
12
Caporale, Guglielmo Maria
11
Yu, Jun
10
Li, Xin
7
Spierdijk, Laura
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Bobenrieth H., Eugenio S.
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Annals of financial economics
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
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2
A note on Fergusson and Platen: "application of maximum likelihood estimation to stochastic short rate models"
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Annals of financial economics
11
(
2016
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10011686858
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3
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011408524
Saved in:
4
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
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