Closed-form likelihood expansions for multivariate diffusions
Edición de la obra Closed-form likelihood expansions for multivariate diffusions
| Autor | Yacine Aït-Sahalia |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 2002 |
| Lugar | Cambridge, MA |
| Idioma | inglés |
| Páginas | 35 |
| Serie | NBER working paper series -- no. 8956 · Working paper series (National Bureau of Economic Research) -- working paper no. 8956. |
| Número de Cutter | A311c |