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A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes

Höök, Josef and Lindström, Erik LU (2014) 8th World Congress of the Bachelier Finance Society In [Publication information missing]
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published
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conference name
8th World Congress of the Bachelier Finance Society
language
English
LU publication?
yes
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213c91ed-eb2a-4f40-83be-19a5b1f2d672 (old id 4778874)
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http://www.bacheliercongress.com/2014/abstracts/all/1035
date added to LUP
2015-02-13 12:05:17
date last changed
2016-04-16 12:56:32
@misc{213c91ed-eb2a-4f40-83be-19a5b1f2d672,
  author       = {Höök, Josef and Lindström, Erik},
  language     = {eng},
  series       = {[Publication information missing]},
  title        = {A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes},
  year         = {2014},
}