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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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6586848 / rank | |||
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| Property / zbMATH Keywords | |||
maximum likelihood estimation | |||
| Property / zbMATH Keywords: maximum likelihood estimation / rank | |||
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jump diffusion | |||
| Property / zbMATH Keywords: jump diffusion / rank | |||
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discrete sampling | |||
| Property / zbMATH Keywords: discrete sampling / rank | |||
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Chinese yuan | |||
| Property / zbMATH Keywords: Chinese yuan / rank | |||
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currency realignment | |||
| Property / zbMATH Keywords: currency realignment / rank | |||
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Revision as of 19:23, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan |
scientific article |
Statements
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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