Mle of Some Continuous Time Financial Models: Some Monte Carlo Results

Author

Yiu Kuen TSE, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1992

Discipline

Economics

Research Areas

Econometrics

Publication

Mathematics and Computers in Simulation

Volume

33

Issue

5-6

First Page

575

Last Page

580

ISSN

0378-4754

Identifier

10.1016/0378-4754(92)90155-a

Publisher

Elsevier

Citation

TSE, Yiu Kuen. Mle of Some Continuous Time Financial Models: Some Monte Carlo Results. (1992). Mathematics and Computers in Simulation. 33, (5-6), 575-580.
Available at: https://ink.library.smu.edu.sg/soe_research/322

Additional URL

https://doi.org/10.1016/0378-4754(92)90155-a