Density approximations for multivariate affine jump-diffusion processes (Q2442452): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1104.5326 / rank | |||
Normal rank | |||
Revision as of 06:18, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density approximations for multivariate affine jump-diffusion processes |
scientific article |
Statements
Density approximations for multivariate affine jump-diffusion processes (English)
0 references
3 April 2014
0 references
affine processes
0 references
asymptotic expansion
0 references
density approximation
0 references
orthogonal polynomials
0 references
