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 |
|---|---|
| Journal | Journal of Derivatives |
| Volume | 9 |
| Issue number | 4 |
| Pages (from-to) | 18-32 |
| ISSN | 1074-1240 |
| Publication status | Published - 2002 |
ID: 78589