"Robust estimation of multivariate jump-diffusion processes via Dynamic ..."

Andrey Torzhkov, Puneet Sharma, Amit Chakraborty (2010)

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DOI: 10.1109/WSC.2010.5679080

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Andrey Torzhkov, Puneet Sharma, Amit Chakraborty:
Robust estimation of multivariate jump-diffusion processes via Dynamic Programming. WSC 2010: 1123-1132

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