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A Damped Diffusion Framework for Financial Modeling and Closed-Form Maximum Likelihood Estimation

Year: 2009

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/j.jedc.2009.08.001

Author: Minqiang Li

Institution: Georgia Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1571625873

FWCI: 2.247

Cites: 47

Cited by: 19

Related to: 10