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A Refinement to Ait-Sahalia's (2002) Maximum Likelihood...

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A Refinement to Ait-Sahalia's (2002) Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach

Bakshi, Gurdip S., Ju, Nengjiu
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.475202
File:
PDF, 189 KB
english, 2003
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