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Exact Monte Carlo likelihood-based inference for jump-diffusion processes (2017)

First Author: Gonçalves F

Attributed to: Intractable Likelihood: New Challenges from Modern Applications (ILike) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1707.00332

Publication URI: https://arxiv.org/abs/1707.00332

Type: Preprint