A Refinement to Ait-Sahalia's (2002) Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach
Bakshi, Gurdip S., Ju, NengjiuYear:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.475202
File:
PDF, 189 KB
english, 2003