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Statistical distribution
Hermite expansion
13
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4
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ECONIS (ZBW)
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1
Hermite
expansion
of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
2
The delta expansion for the transition density of diffusion models
Lee, Yoon Dong
;
Song, Seongjoo
;
Lee, Eun-kyung
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 694-705
Persistent link: https://www.econbiz.de/10010257356
Saved in:
3
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
4
Hermite binomial trees : a novel technique for derivatives pricing
Leccadito, Arturo
;
Toscano, Pietro
;
Tunaru, Radu S.
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009707095
Saved in:
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