Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707)
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scientific article; zbMATH DE number 6291817
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simple simulation of diffusion bridges with application to likelihood inference for diffusions |
scientific article; zbMATH DE number 6291817 |
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Simple simulation of diffusion bridges with application to likelihood inference for diffusions (English)
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5 May 2014
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Metropolis-Hastings algorithm
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Milstein scheme
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exact diffusion bridges
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0.9295211
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0.9136196
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0.87797725
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0.87242806
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0.87181264
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0.86950785
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