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Property / DOI: 10.1016/j.jeconom.2019.08.017 / rank
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Latest revision as of 21:01, 16 December 2024

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The likelihood of mixed hitting times
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    The likelihood of mixed hitting times (English)
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    30 July 2021
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    duration analysis
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    first passage time
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    identification
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    Laplace transform
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    Lévy process
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    maximum likelihood
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    Mellin's inverse formula
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    mixture
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    optimal stopping
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    strike duration
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