Maximum likelihood estimation for integrated diffusion processes

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Original languageEnglish
Title of host publicationContemporary Quantitative Finance: Essays in Honour of Eckhard Platen
EditorsCarl Chiarella, Alexander Novikov
PublisherSpringer Science+Business Media
Publication date2010
Pages407-423
ISBN (Print)978-3-642-03478-7
ISBN (Electronic)978-3-642-03479-4
Publication statusPublished - 2010

ID: 21859293