Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters

DOI10.1080/10618600.2020.1840995MaRDI QIDQ72993FDO

Authors Jean-François Bégin, Mathieu Boudreault

Publication date 11 December 2020

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Cited in

(1)

• SVDNF

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