Pages that link to "Item:Q2076164"
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The following pages link to Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164):
Displaying 5 items.
- pymle (Q1349700) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- An efficient method to simulate diffusion bridges (Q6581664) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
