A comparison of approximation techniques for transition densities of diffusion processes
Year of publication: |
1999
|
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Authors: | Jensen, Bjarke ; Poulsen, Rolf |
Publisher: |
Aarhus |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
Extent: | 58 S graph. Darst |
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Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 38 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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