Estimating Parameters in Diffusion Processes using an Approximative Maximum Likelihood Approach

Research output: Contribution to conferenceAbstract

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Subject classification (UKÄ) – MANDATORY

  • Probability Theory and Statistics
Original languageEnglish
Publication statusPublished - 2002
Publication categoryResearch
Peer-reviewedYes
Event31st Meeting of the EURO Working Group on Financial Modeilng - Cyprus, Cyprus
Duration: 2002 Nov 72002 Nov 9

Conference

Conference31st Meeting of the EURO Working Group on Financial Modeilng
Country/TerritoryCyprus
Period2002/11/072002/11/09