On the Statistical Estimation of Diffusion Processes - A Partial Survey (Revised Version, Forthcoming Brazilian Review of Econometrics)
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|Date of creation:||16 Oct 2004|
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- Hansen, Lars Peter & Scheinkman, Jose Alexandre, 1995.
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0276, National Bureau of Economic Research, Inc.
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- Yacine Ait-Sahalia, 2002. "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach," Econometrica, Econometric Society, vol. 70(1), pages 223-262, January.
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
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