The exponent expansion : an effective approximation of transition probabilities of diffusion processes and pricing Kernels of financial derivatives
Year of publication: |
2006
|
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Authors: | Capriotti, Luca |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 7, p. 1179-1200
|
Subject: | Derivat | Derivative | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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