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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001

March 31, 2001 (11:30 AM PST - 02:30 PM PST)
Speaker(s): Pedro Santa Clara
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

30-407-Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets-Pedro Santa Clara

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30-407-Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets-Pedro Santa Clara

H.264 Video 30-407-Simulated_likelihood_estimation_of_diffusions_with_an_application_to_exchange_rate_dynamics_in_incomplete_markets-Pedro_Santa_Clara.mp4 52.1 MB video/mp4 Download
30-407-Simulated_likelihood_estimation_of_diffusions_with_an_application_to_exchange_rate_dynamics_in_incomplete_markets-Pedro_Santa_Clara.rm 18.3 MB application/vnd.rn-realmedia Download
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