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"Comparison of market parameters for jump-diffusion distributions using ..."

Floyd B. Hanson, Zongwu Zhu (2004)

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DOI: 10.1109/CDC.2004.1429353

access: closed

type: Conference or Workshop Paper

metadata version: 2022-01-18

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Floyd B. Hanson, Zongwu Zhu:
Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimation. CDC 2004: 3919-3924

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