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Estimating the implicit interest rate of a risky asset

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References

2016Numerical solution of stochastic differential equations5,001 cited
1986Stochastic Calculus and Applications.673 cited
1991Estimating Variance From High, Low and Closing Prices617 cited
1984Stochastic Calculus and Applications.79 cited

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2007Utility Maximization with Convex Constraints and Partial Information18 cited

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