Telling from discrete data whether the underlying continuous-time model is a diffusion
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Author
Contributions
- National Bureau of Economic Research. - Contributor
Publication
2001 - National Bureau of Economic Research, Cambridge, MA, Massachusetts
Language
English
Word Count
11,000 words, Guess
Page Count
44 pages
Identifiers
- OCLC Control Number48151927
- Open LibraryOL22427644M
Subjects
Topics
PricesOptions (Finance)Econometric modelsDiffusion processesDiscrete-time systemsOptions (Finance) -- Prices -- Econometric models
Genres
- Econometric models
Series Statement
- NBER working paper series -- no. 8504
- Working paper series (National Bureau of Economic Research) -- wworking paper no. 8504.
Links
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