Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques
Research output: Contribution to journal › Journal article › Research › peer-review
Diffusion Process
Original language | English |
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Journal | Journal of Derivatives |
Volume | 9 |
Issue number | 4 |
Pages (from-to) | 18-32 |
ISSN | 1074-1240 |
Publication status | Published - 2002 |
ID: 78589