Seungmoon Choi
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Explicit form of approximate transition probability density functions of diffusion processes Journal of Econometrics | 2015-09-01 | Paper |
| Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions Journal of Econometrics | 2014-03-18 | Paper |
| Regime-switching univariate diffusion models of the short-term interest rate Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
Research outcomes over time
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