Seungmoon Choi

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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
Explicit form of approximate transition probability density functions of diffusion processes
Journal of Econometrics
2015-09-01Paper
Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Journal of Econometrics
2014-03-18Paper
Regime-switching univariate diffusion models of the short-term interest rate
Studies in Nonlinear Dynamics & Econometrics
2010-07-02Paper


Research outcomes over time


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