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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
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2001
Persistent link: https://www.econbiz.de/10001606888
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SIMULATED LIKELIHOOD ESTIMATION OF DIFFUSIONS WITH AN APPLICATION TO EXCHANGE RATE DYNAMICS IN INCOMPLETE MARKETS
Brandt, Michael W.
;
Santa-Clara, Pedro
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2001
Persistent link: https://www.econbiz.de/10005948160
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