The following pages link to Seungmoon Choi (Q494366):
Displayed 3 items.
- Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate (Q3574739) (← links)