Pages that link to "Item:Q2246642"

The following pages link to Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642):

Displaying 3 items.

• Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
• An efficient method to simulate diffusion bridges (Q6581664) (← links)
• Transition density function expansion methods for portfolio optimization (Q6585828) (← links)