Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

Journal of Financial Economics

Volumn 63, Issue 2, 2002, Pages 161-210

  Brandt, Michael W ^a   Santa Clara, Pedro ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Estimation of diffusions; Exchange rates; Incomplete markets

Indexed keywords

EID: 0036149169     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(01)00093-9     Document Type: Article

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