Inference for large financial systems
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Publication:5109982
DOI10.1111/mafi.12222MaRDI QIDQ5109982
Justin A. Sirignano, Kay Giesecke, Gustavo Schwenkler
Publication date: 14 May 2020
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12222
computational efficiency; likelihood inference; statistical efficiency; large interacting stochastic systems