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
    0 references
    0 references
    0 references
    0 references
    0 references
    discrete observations
    0 references
    0 references
    0 references