Diego Amaya

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On the estimation of jump-diffusion models using intraday data: a filtering-based approach
SIAM Journal on Financial Mathematics
2021-05-28Paper
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Journal of Economic Dynamics and Control
2019-03-27Paper


Research outcomes over time


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