pymle

swMATH44234MaRDI QIDQ1349700FDOQ1349700

Author name not available (Why is that?)

Source code repository: https://github.com/jkirkby3/pymle

Described by source

• Maximum likelihood estimation of diffusions by continuous time Markov chain

Cited In (2)

• 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

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