Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317)
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scientific article; zbMATH DE number 2174209
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| English | Asymptotic expansions of transition densities for hybrid jump-diffusions |
scientific article; zbMATH DE number 2174209 |
Statements
Asymptotic expansions of transition densities for hybrid jump-diffusions (English)
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7 June 2005
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Markov chain
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jump diffusion
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hybrid model
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Poisson process
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asymptotic expansion
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0.9027642
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0.90139383
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0.89981073
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0.89978147
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0.8995938
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0.89381385
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0.8921217
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0.8915479
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