A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes
Höök, Josef; Lindström, Erik (2014). A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes [Publication information missing]. 8th World Congress of the Bachelier Finance Society
Conference Abstract
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Published
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English
Authors:
Höök, Josef
;
Lindström, Erik
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
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