Likelihood Inference in Jump Diffusion driven SDE's
Olof, Hellquist; Lindström, Erik; Ströjby, Jonas (2010). Likelihood Inference in Jump Diffusion driven SDE's. Peter, Linde (Ed.). Symposium i anvendt Statistik 2010, 269 - 278. 32. Symposium i Anvendt Statistik. Copenhagen, Denmark
Conference Proceeding/Paper
|
Published
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English
Authors:
Olof, Hellquist
;
Lindström, Erik
;
Ströjby, Jonas
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
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