A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295)
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scientific article; zbMATH DE number 7049037
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| English | A new delta expansion for multivariate diffusions via the Itô-Taylor expansion |
scientific article; zbMATH DE number 7049037 |
Statements
A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (English)
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30 April 2019
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closed-form density expansion
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delta expansion
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Itô-Taylor expansion
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multivariate diffusions
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maximum likelihood estimation
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0.8482615351676941
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0.7856225967407227
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0.7681807279586792
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0.760649561882019
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0.7507001757621765
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