Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658)
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scientific article; zbMATH DE number 6368958
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| English | Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach |
scientific article; zbMATH DE number 6368958 |
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Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (English)
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12 November 2014
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stochastic differential equations
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numerical maximum likelihood
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Fokker-Planck equation
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finite difference schemes
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asset pricing
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0.8343880772590637
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0.8108124136924744
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0.788446843624115
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0.7880616784095764
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