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Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds
Fatone, L., Mariani, F., Recchioni, M. C., Zirilli, F.Volume:
15
Language:
english
Journal:
Journal of Inverse and Ill-posed Problems
DOI:
10.1515/jiip.2007.028
Date:
January, 2007
File:
PDF, 1.03 MB
english, 2007