Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance (Q3646968): Difference between revisions
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Latest revision as of 02:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance |
scientific article |
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance (English)
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27 November 2009
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maximum likelihood (ML)
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transition density
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numerical ML
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Monte Carlo simulation
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