A new technique for simulating the likelihood of stochastic differential equations
J Nicolau - The Econometrics Journal, 2002 - academic.oup.com
This article presents a new simulation‐based technique for estimating the likelihood of stochastic differential equations. This technique is based on a result of Dacunha‐Castelle and …
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This article presents a new simulation‐based technique for estimating the likelihood of stochastic differential equations. This technique is based on a result of Dacunha‐Castelle and …