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~institution:"School of Economics and Finance <Brisbane>"
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Stochastic process
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School of Economics and Finance <Brisbane>
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Springer Fachmedien Wiesbaden
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Meeting on Stochastic Programming <1979, Oberwolfach>
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Some new results for the optimal impulse control of Brownian motion
Hurn, Stan
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Lindsay, Kenneth A.
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1999
Persistent link: https://www.econbiz.de/10001517851
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On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan
;
Lindsay, Kenneth A.
;
Martin, Vance
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1999
Persistent link: https://www.econbiz.de/10001517908
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