Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216): Difference between revisions

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Revision as of 01:31, 12 July 2024

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Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan
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    Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (English)
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    27 May 2016
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    maximum likelihood estimation
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    jump diffusion
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    discrete sampling
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    Chinese yuan
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    currency realignment
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