Author:
Fan Chenxi,Luo Xingguo,Wu Qingbiao
Subject
Economics and Econometrics,Finance
Reference32 articles.
1. Users guide for the Matlab library implementing closed form MLE for diffusions;Aït-Sahalia,2012
2. Maximum likelihood estimation of stochastic volatility models;Aït-Sahalia;Journal of Financial Economics,2007
3. Simulation-based pricing of convertible bonds;Ammann;Journal of Empirical Finance,2008
4. Calibration and implementation of convertible bond models;Andersen;Journal of Computational Finance,2004
5. A simplified jump process for common stock returns;Ball;Journal of Financial and Quantitative Analysis,1983
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献