Continuous-Time Models and Discrete Observations for Financial Data

  • Naoto Kunitomo
  • Seisho Sato
  • Daisuke Kurisu
Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)


We introduce continuous-time financial models and the stochastic processes of diffusions and jumps. This chapter reviews recent developments in mathematical finance and financial econometrics and then summarizes the basic financial problems that motivate the SIML estimation in this book.


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Copyright information

© The Author(s) 2018

Authors and Affiliations

  1. 1.School of Political Science and EconomicsMeiji UniversityTokyoJapan
  2. 2.Graduate School of EconomicsThe University of TokyoBunkyo-kuJapan
  3. 3.School of EngeneeringTokyo Institute of TechnologyTokyoJapan

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