The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
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- Brandt, Michael W. & Santa-Clara, Pedro, 2002.
"Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets,"
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- repec:hal:wpaper:hal-00727430 is not listed on IDEAS
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- Kebaier, Ahmed & Kohatsu-Higa, Arturo, 2008. "An optimal control variance reduction method for density estimation," Stochastic Processes and their Applications, Elsevier, vol. 118(12), pages 2143-2180, December.
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