Summary: User's Guide for the Matlab Library Implementing Closed Form
MLE for Diffusions
Department of Economics and Bendheim Center for Finance
Princeton University and NBER
This Version: May 23, 2011
This document explains the use of the attached Matlab code for estimating the parameters of diffusions
using closed-form maximum-likelihood.
Copyright c° 2010, Yacine Aït-Sahalia.
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