Consistency of MLE for partially observed diffusions, with application in market microstructure...
Full Title: Consistency of MLE for partially observed diffusions, with application in market microstructure modeling
Speaker: Sergey Nadtochiy, Illinois Institute of Technology
Date: March 29, 2023
Abstract: http://www.fields.utoronto.ca/talks/C...
Part of the "2022-2023 Quantitative Finance Seminar" series: http://www.fields.utoronto.ca/activit...