Estimating functions for jump-diffusions

1 September 2017

Papers citing "Estimating functions for jump-diffusions"

2 / 2 papers shown

Title
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 50 44 0 12 Mar 2014
Density Approximations for Multivariate Affine Jump-Diffusion Processes Damir Filipović E. Mayerhofer P. Schneider 66 129 0 28 Apr 2011