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Likelihood Evaluation of Jump-Diffusion Models Using Determ..:
Bégin, Jean-François
;
Boudreault, Mathieu
Journal of Computational and Graphical Statistics. 30 (2020) 2 - p. 452-466 , 2020
Link:
https://doi.org/10.1080/10618600.2020.1840995
RT Journal T1 <Title>Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_10618600.2020.1840995&Exemplar=1&LAN=DE A1 Bégin, Jean-François A1 Boudreault, Mathieu PB Informa UK Limited YR 2020 SN 1061-8600 SN 1537-2715 JF Journal of Computational and Graphical Statistics VO 30 IS 2 SP 452 OP 466 LK http://dx.doi.org/https://doi.org/10.1080/10618600.2020.1840995 DO https://doi.org/10.1080/10618600.2020.1840995 SF ELIB - SuUB Bremen
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