Conditional estimation of diffusion processes
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- Conley, Timothy G, et al, 1997. "Short-Term Interest Rates as Subordinated Diffusions," Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 525-77.
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- Abhyankar, Abhay & Basu, Devraj, 2001. "Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 36(03), pages 335-344, September.
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- Naoto Kunitomo & Masayuki Ikeda, 1992. "Pricing Options With Curved Boundaries," Mathematical Finance, Wiley Blackwell, vol. 2(4), pages 275-298.
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