Closed-form likelihood expansions for multivariate diffusions (Q2426628)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form likelihood expansions for multivariate diffusions |
scientific article |
Statements
Closed-form likelihood expansions for multivariate diffusions (English)
0 references
23 April 2008
0 references
discrete observations
0 references
