MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
- 1 April 1994
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 4 (2) , 155-167
- https://doi.org/10.1111/j.1467-9965.1994.tb00055.x
Abstract
No abstract availableKeywords
This publication has 24 references indexed in Scilit:
- An Empirical Comparison of Alternative Models of the Short‐Term Interest RateThe Journal of Finance, 1992
- Pricing Stock and Bond Options when the Default-Free Rate is StochasticJournal of Financial and Quantitative Analysis, 1989
- An Exact Bond Option FormulaThe Journal of Finance, 1989
- Market Valuation of Bank Assets and Deposit Insurance in CanadaCanadian Journal of Economics/Revue canadienne d'économique, 1989
- A Reexamination of the Over- (or Under-) Pricing of Deposit InsuranceJournal of Money, Credit and Banking, 1987
- Alternative forms of deposit insuranceJournal of Banking & Finance, 1987
- The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest RatesThe Journal of Finance, 1986
- Stochastic Processes for Interest Rates and Equilibrium Bond PricesThe Journal of Finance, 1983
- Maximization by Quadratic Hill-ClimbingEconometrica, 1966
- Two Singular Diffusion ProblemsAnnals of Mathematics, 1951