Estimating Continuous-Time models with discretely sampled data

Keyphrases

• Continuous-time Model 100%
• Continuous-time 33%
• Continuous Time Process 33%
• Discrete-time 33%
• Standard Time 33%
• Econometrics 33%
• Game Theory 33%
• Series Analysis 33%
• Capital Accumulation 33%
• Model Specification 33%
• Discrete Data 33%
• Merton 33%
• Portfolio Choice 33%
• Resource Extraction 33%
• Contingent Claim Pricing 33%
• Data Generating Process 33%
• Contract Theory 33%

Mathematics

• Continuous Time Model 100%
• Discrete Time 66%
• Continuous Time 66%
• Generality 33%
• time interval τ 33%
• Time Process 33%
• Model Specification 33%
• Time Series Analysis 33%
• Contingent Claim 33%
• State Variable 33%

Economics, Econometrics and Finance

• Continuous Time 100%
• Econometrics 20%
• Contract Theory 20%
• Finance 20%
• Pricing 20%
• Time Series 20%
• Investment 20%
• Portfolio Choice 20%