A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
- 期刊名称Journal of Econometrics
- 作者Yang, Nian; Chen, Nan; Wan, Xiangwei
- 印刷ISSN0304-4076
- 文件大小1044.97KB
- 发表时间2019-1
- DOI10.1016/j.jeconom.2019.01.003
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