Title Estimating Parameters in Diffusion Processes using an Approximative Maximum Likelihood Approach
Authors Erik Lindström
Year 2002
Document type Conference abstract
Conference name 31st Meeting of the EURO Working Group on Financial Modeilng
Conference Date November 7-9, 2002
Conference Location Cyprus
Status Published
Quality controlled Yes
Language eng

Questions: webmaster
Last update: 2013-04-11

Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)