Seungmoon Choi

Available identifiers

zbMath Open choi.seungmoonMaRDI QIDQ494366

List of research outcomes

Publication	Date of Publication	Type
Explicit form of approximate transition probability density functions of diffusion processes	2015-09-01	Paper
Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions	2014-03-18	Paper
Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate	2010-07-02	Paper

Research outcomes over time

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