Explicit form of approximate transition probability density functions of diffusion processes (Q494367)
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scientific article; zbMATH DE number 6477237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit form of approximate transition probability density functions of diffusion processes |
scientific article; zbMATH DE number 6477237 |
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Explicit form of approximate transition probability density functions of diffusion processes (English)
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1 September 2015
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transition probability density function
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multivariate diffusion
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maximum likelihood estimation
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option pricing
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0.92830193
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0.9165312
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0.90254533
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0.89930254
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0.89594555
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