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De Moivre gave a simple closed form expression for the mean absolute deviation of the binomial distribution. Later authors showed that similar closed form expressions hold for many of the other ...
Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach
This is a preview. Log in through your library . Abstract When a continuous-time diffusion is observed only at discrete dates, in most cases the transition distribution and hence the likelihood ...
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