A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
Work
Year: 2019
Type: article
Source: Journal of Econometrics
Authors Nian Yang, Nan Chen, Xiangwei Wan
Institutions Nanjing University of Finance and Economics, Chinese University of Hong Kong, Shanghai Jiao Tong University
Cites: 50
Cited by: 20
Related to: 10
FWCI: 1.119
Citation percentile (by year/subfield): 83.52
Subfield: Global and Planetary Change
Field: Environmental Science
Domain: Physical Sciences
Open Access status: closed