Pages that link to "Item:Q2246642"
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The following pages link to Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642):
Displaying 8 items.
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
- Small time chaos approximations for heat kernels of multidimensional diffusions (Q2684440) (← links)
- (Q4811453) (← links)
- An efficient method to simulate diffusion bridges (Q6581664) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
