Pages that link to "Item:Q2725572"
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The following pages link to Transition densities for interest rate and other nonlinear diffusions (Q2725572):
Displaying 5 items.
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- Transition density for CIR process by Lie symmetries and application to ZCB pricing (Q2867720) (← links)
- (Q4925749) (← links)
- A path-integral approximation for non-linear diffusions (Q5215434) (← links)