Density approximations for multivariate affine jump-diffusion processes (Q2442452)
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scientific article
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| English | 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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