Density approximations for multivariate affine jump-diffusion processes (Q2442452): Difference between revisions

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Latest revision as of 13:02, 7 July 2024

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Density approximations for multivariate affine jump-diffusion processes
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    Density approximations for multivariate affine jump-diffusion processes (English)
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    3 April 2014
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    affine processes
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    asymptotic expansion
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    density approximation
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    orthogonal polynomials
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