Density approximations for multivariate affine jump-diffusion processes (Q2442452): Difference between revisions
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Revision as of 08:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density approximations for multivariate affine jump-diffusion processes |
scientific article |
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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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