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"Likelihood Evaluation of Jump-Diffusion Models Using Deterministic ..."

Jean-François Bégin, Mathieu Boudreault (2021)

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DOI: 10.1080/10618600.2020.1840995

access: closed

type: Journal Article

metadata version: 2022-06-23

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Jean-François Bégin, Mathieu Boudreault:
Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters. J. Comput. Graph. Stat. 30(2): 452-466 (2021)

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