Density Approximations for Multivariate Affine Jump-Diffusion Processes
Filipovic, Damir, Mayerhofer, Eberhard, Schneider, Paul GeorgYear:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1851511
File:
PDF, 697 KB
english, 2011