Maximum likelihood estimation of diffusions by continuous time Markov chain

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Cited In (7)

Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
An efficient method to simulate diffusion bridges
Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk
Maximum Likelihood Estimation of Diffusions by Continuous Time Markov Chain
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