ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE-TIME SQUARE-ROOT PROCESS
Mathematical Finance
Volume 4, Issue 2, Date: April 1994, Pages: 169-181
Halina Frydman
Abstract  |  References  |  Full Text: PDF (495K)
MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
Mathematical Finance
Volume 4, Issue 2, Date: April 1994, Pages: 155-167
Jin-Chuan Duan
Abstract  |  References  |  Full Text: PDF (767K)
MULTIVARIATE STABLE FUTURES PRICES
Mathematical Finance
Volume 5, Issue 2, Date: April 1995, Pages: 133-153
B. N. Cheng, S. T. Rachev
Abstract  |  References  |  Full Text: PDF (820K)