Pages that link to "Item:Q2512632"
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The following pages link to The delta expansion for the transition density of diffusion models (Q2512632):
Displaying 7 items.
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures (Q2698242) (← links)
- An efficient method to simulate diffusion bridges (Q6581664) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
