Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658)
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| Language | Label | Description | Also known as |
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| English | Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach |
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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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