Spectral methods for identifying scalar diffusions

Journal of Econometrics

Volumn 86, Issue 1, 1998, Pages 1-32

  Hansen, Lars Peter ^a   Scheinkman, José Alexandre ^a   Touzi, Nizar ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b NONE

Author keywords

Continuous time models in finance; Diffusion; Embeddability; Identification; Spectral decomposition

Indexed keywords

EID: 0010661898     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00107-3     Document Type: Article

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