Numerical Evaluation of Markov Transition Probabilities Based on the Discretized product Integral

Research output: Contribution to journalJournal articleResearchpeer-review

  • Christian Max Møller
Taylors formel, Chapman-Kolmogorov ligninger
Original languageEnglish
JournalScandinavian Actuarial Journal
Issue number1
Pages (from-to)76-87
ISSN0346-1238
Publication statusPublished - 1992

ID: 289922