Density approximations for multivariate affine jump-diffusion processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Filipović, Damir ; Mayerhofer, Eberhard ; Schneider, Paul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 176.2013, 2, p. 93-111
|