Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001
Location: SLMath: Eisenbud Auditorium
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
30-407-Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets-Pedro Santa Clara
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30-407-Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets-Pedro Santa Clara
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30-407-Simulated_likelihood_estimation_of_diffusions_with_an_application_to_exchange_rate_dynamics_in_incomplete_markets-Pedro_Santa_Clara.mp4
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30-407-Simulated_likelihood_estimation_of_diffusions_with_an_application_to_exchange_rate_dynamics_in_incomplete_markets-Pedro_Santa_Clara.rm
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