Folks,
I'm kind of newbie in R, but with some background in Matlab and VBA
programming. Last month I was implementing a Maximum Likelihood Estimation
in Matlab, but the algorithms didn't converge. So my academic advisor
suggested using R. My problem is: estimate a mean reverting jump diffusion
://n4.nabble.com/user/SendEmail.jtp?type=nodenode=998666i=2]
On
Behalf Of jckval
Sent: Monday, January 04, 2010 5:53 PM
To: [hidden
email]http://n4.nabble.com/user/SendEmail.jtp?type=nodenode=998666i=3
Subject: [R] MLE optimization
Folks,
I'm kind of newbie in R, but with some background
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