Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters

DOI10.1080/10618600.2020.1840995MaRDI QIDQ72993FDOQ72993

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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