Work

On continuous and discrete sampling for parameter estimation in diffusion type processes

Year: 1976

Type: book-chapter

Source: Mathematical programming studies

DOI: 10.1007/bfb0120770

Author: A. Breton

Institution: Pôle de recherche et d'enseignement supérieur Université de Grenoble

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W26239744

FWCI:

Cites: 3

Cited by: 73

Related to: 10