Pages that link to "Item:Q494367"
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The following pages link to Explicit form of approximate transition probability density functions of diffusion processes (Q494367):
Displaying 10 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation (Q6141710) (← links)
- Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
- Non parametric estimation of transition density for second-order diffusion processes (Q6579752) (← links)
