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Estimating Parameters in Diffusion Processes using an Approximative Maximum Likelihood Approach

Lindström, Erik LU (2002) 31st Meeting of the EURO Working Group on Financial Modeilng
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organization
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Contribution to conference
publication status
published
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conference name
31st Meeting of the EURO Working Group on Financial Modeilng
language
English
LU publication?
yes
id
bc966f52-0722-4a31-b6d5-722e58c84282 (old id 953277)
date added to LUP
2008-01-25 13:09:28
date last changed
2016-04-16 11:28:29
@misc{bc966f52-0722-4a31-b6d5-722e58c84282,
  author       = {Lindström, Erik},
  language     = {eng},
  title        = {Estimating Parameters in Diffusion Processes using an Approximative Maximum Likelihood Approach},
  year         = {2002},
}