Asymptotic properties of Monte Carlo estimators of diffusion processes

Jerome Detemple, René Garcia and Marcel Rindisbacher

Journal of Econometrics, 2006, vol. 134, issue 1, 1-68

Date: 2006
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Citations: View citations in EconPapers (17)

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Related works:
Working Paper: Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (2004)
Working Paper: Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:134:y:2006:i:1:p:1-68

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