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~institution:"Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät"
~subject:"Quadratic form"
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Quadratic form
Continuous-time financial models
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Diffusion
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derivative pricing
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Hong, Yongmiao
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Li, Haitao
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Nonparametric specification testing for
continuous-time
models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
Sonderforschungsbereich 373, Quantifikation und …
-
2002
We propose two nonparametric transition density-based speciþcation tests for
continuous-time
diffusion models. In …
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